-22.8%
LEN vs AMBA
+23.1%
-45.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -5.2% |
| 7D | +0.7% | -2.7% | +3.3% | +0.8% |
| 30D | +13.0% | -10.5% | +23.5% | +13.9% |
| 3M | +1.9% | -26.4% | +28.3% | +4.2% |
| 6M | -0.7% | -20.9% | +20.2% | -0.7% |
| YTD | -13.8% | -14.8% | +1.0% | -15.3% |
| 1Y | -28.1% | -36.1% | +8.0% | -27.0% |
| 3Y | -22.8% | +20.2% | -43.1% | -32.0% |
| All | -22.8% | +23.1% | -45.9% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 3y: compounded portfolio wealth divided by compounded AMBA 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…
3y analysis · Full analysis span regression · 6 months rolling