+802.4%
LNG vs AMBA
+0.6%
+801.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.9% |
| 7D | +10.9% | +10.7% | +0.3% | +9.6% |
| 30D | +8.1% | -5.0% | +13.1% | +8.6% |
| 3M | +15.7% | -26.9% | +42.6% | +19.5% |
| 6M | +27.2% | -21.9% | +49.1% | +27.8% |
| YTD | +60.7% | -13.8% | +74.5% | +57.9% |
| 1Y | +46.3% | -36.1% | +82.4% | +49.0% |
| 3Y | +85.6% | +21.6% | +64.0% | +63.5% |
| 5Y | +211.6% | -68.8% | +280.3% | +220.0% |
| All | +802.4% | +0.6% | +801.7% | +554.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling