-11.7%
LVS vs AMBA
+16.7%
-28.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.6% | -1.2% |
| 7D | +11.1% | -7.2% | +18.3% | +12.0% |
| 30D | +14.7% | -10.4% | +25.0% | +15.9% |
| 3M | -10.9% | -30.1% | +19.2% | -7.3% |
| 6M | -22.3% | -22.4% | +0.1% | -22.1% |
| YTD | -35.8% | -17.3% | -18.5% | -37.0% |
| 1Y | -33.5% | -35.4% | +1.9% | -32.2% |
| 3Y | -11.7% | +18.6% | -30.3% | -26.4% |
| All | -11.7% | +16.7% | -28.4% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling