-28.9%
AMBA vs ABCL
-81.3%
+52.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -11.0% | +0.7% | -11.7% | -11.1% |
| 30D | -23.2% | +93.1% | -116.2% | -37.1% |
| 3M | -12.7% | +79.4% | -92.1% | -28.3% |
| 6M | +11.2% | +214.9% | -203.7% | -23.7% |
| YTD | -11.2% | +234.2% | -245.4% | -41.3% |
| 1Y | -22.5% | +174.8% | -197.3% | -46.5% |
| 3Y | -1.3% | +104.5% | -105.8% | -32.5% |
| 5Y | -54.2% | -39.0% | -15.2% | -61.2% |
| All | -28.9% | -81.3% | +52.4% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling