+62.0%
LVS vs AMBA
+837.3%
-775.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.5% | -11.0% | +9.5% | +0.7% |
| 30D | -3.2% | -23.2% | +19.9% | +1.6% |
| 3M | -12.0% | -12.7% | +0.7% | -12.0% |
| 6M | -19.9% | +11.2% | -31.1% | -24.7% |
| YTD | -30.6% | -11.2% | -19.4% | -32.3% |
| 1Y | -17.7% | -22.5% | +4.8% | -18.6% |
| 3Y | -14.2% | -1.3% | -12.9% | -23.5% |
| 5Y | +9.6% | -54.2% | +63.8% | +5.9% |
| 10Y | +5.7% | -6.1% | +11.8% | -19.0% |
| All | +62.0% | +837.3% | -775.2% | -12.0% |
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