-53.9%
AMBA vs ABCL
-41.3%
-12.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -11.0% | +0.7% | -11.7% | -11.2% |
| 30D | -23.2% | +93.1% | -116.2% | -38.7% |
| 3M | -12.7% | +79.4% | -92.1% | -30.2% |
| 6M | +11.2% | +214.9% | -203.7% | -27.7% |
| YTD | -11.2% | +234.2% | -245.4% | -44.7% |
| 1Y | -22.5% | +174.8% | -197.3% | -49.3% |
| 3Y | -1.3% | +104.5% | -105.8% | -35.9% |
| All | -53.9% | -41.3% | -12.6% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling