-10.0%
LVS vs AMBA
+4.2%
-14.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | +6.7% | -2.6% | +9.3% | +7.0% |
| 30D | +13.8% | -10.5% | +24.3% | +15.9% |
| 3M | -9.5% | -26.4% | +17.0% | -4.3% |
| 6M | -22.0% | -20.9% | -1.1% | -22.0% |
| YTD | -35.7% | -14.8% | -20.9% | -37.6% |
| 1Y | -36.7% | -36.1% | -0.6% | -34.8% |
| 3Y | -8.8% | +20.2% | -29.1% | -25.5% |
| 5Y | +9.5% | -67.2% | +76.8% | +12.6% |
| All | -10.0% | +4.2% | -14.2% | -41.6% |
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 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