+19.4%
LNG vs AMBA
-24.5%
+43.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.4% |
| 7D | -6.2% | -6.4% | +0.3% | -6.3% |
| 30D | +8.0% | -26.8% | +34.8% | +7.2% |
| 3M | +16.9% | -7.6% | +24.5% | +16.9% |
| 6M | +8.7% | +21.2% | -12.5% | +9.7% |
| YTD | +43.0% | -10.4% | +53.4% | +43.7% |
| 1Y | +19.4% | -24.4% | +43.8% | +20.1% |
| All | +19.4% | -24.5% | +43.9% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling