-56.5%
LUMN vs AMBA
+8.8%
-65.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.5% | +7.9% | -5.4% | +0.9% |
| 30D | +10.3% | -18.8% | +29.1% | +14.8% |
| 3M | -18.3% | +3.1% | -21.4% | -20.4% |
| 6M | +4.4% | +25.7% | -21.3% | -3.4% |
| YTD | -10.7% | -4.2% | -6.5% | -13.1% |
| 1Y | +14.0% | -18.4% | +32.3% | +13.7% |
| 3Y | +406.6% | +13.4% | +393.1% | +362.9% |
| 5Y | -36.8% | -54.2% | +17.4% | -38.9% |
| All | -56.5% | +8.8% | -65.3% | -67.7% |
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