+1,845.0%
LNG vs AMBA
+837.3%
+1,007.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +3.4% | -11.0% | +14.4% | +5.0% |
| 30D | +14.9% | -23.2% | +38.0% | +18.8% |
| 3M | +21.4% | -12.7% | +34.1% | +21.3% |
| 6M | +17.8% | +11.2% | +6.6% | +12.3% |
| YTD | +51.3% | -11.2% | +62.5% | +48.3% |
| 1Y | +24.4% | -22.5% | +47.0% | +23.0% |
| 3Y | +79.7% | -1.3% | +81.0% | +62.9% |
| 5Y | +241.3% | -54.2% | +295.5% | +224.5% |
| 10Y | +603.1% | -6.1% | +609.3% | +427.9% |
| All | +1,845.0% | +837.3% | +1,007.7% | +797.8% |
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