+144.6%
LLY vs AMBA
+23.1%
+121.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.5% |
| 7D | +1.6% | -2.6% | +4.3% | +1.7% |
| 30D | +21.5% | -10.5% | +31.9% | +22.0% |
| 3M | +16.4% | -26.4% | +42.9% | +18.1% |
| 6M | +51.5% | -20.9% | +72.4% | +51.4% |
| YTD | +33.9% | -14.8% | +48.7% | +31.7% |
| 1Y | +49.1% | -36.1% | +85.2% | +50.7% |
| 3Y | +144.6% | +20.2% | +124.4% | +117.9% |
| All | +144.6% | +23.1% | +121.5% | +117.9% |
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