+1,751.4%
LNG vs AMBA
+772.6%
+978.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -1.4% |
| 7D | -15.9% | -7.2% | -8.6% | -15.0% |
| 30D | +2.1% | -10.4% | +12.5% | +3.4% |
| 3M | +4.8% | -30.1% | +34.9% | +9.4% |
| 6M | +6.8% | -22.4% | +29.2% | +7.3% |
| YTD | +44.0% | -17.3% | +61.4% | +42.0% |
| 1Y | +34.9% | -35.4% | +70.3% | +37.2% |
| 3Y | +67.3% | +18.6% | +48.7% | +46.4% |
| 5Y | +170.1% | -69.8% | +239.9% | +176.9% |
| 10Y | +693.0% | +1.1% | +691.9% | +484.4% |
| All | +1,751.4% | +772.6% | +978.8% | +759.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling