-39.9%
LUMN vs AMBA
-54.5%
+14.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.5% | +7.9% | -5.4% | +0.6% |
| 30D | +10.3% | -18.8% | +29.1% | +15.9% |
| 3M | -18.3% | +3.1% | -21.4% | -21.1% |
| 6M | +4.4% | +25.7% | -21.3% | -5.8% |
| YTD | -10.7% | -4.2% | -6.5% | -14.1% |
| 1Y | +14.0% | -18.4% | +32.3% | +13.1% |
| 3Y | +406.6% | +13.4% | +393.1% | +347.5% |
| All | -39.9% | -54.5% | +14.6% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling