+46.3%
LYB vs AMBA
+8.8%
+37.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | +7.9% | -7.6% | -1.2% |
| 30D | +2.5% | -18.8% | +21.2% | +6.3% |
| 3M | +1.4% | +3.1% | -1.7% | -1.9% |
| 6M | -3.5% | +25.7% | -29.2% | -12.1% |
| YTD | +52.0% | -4.2% | +56.2% | +45.5% |
| 1Y | +22.1% | -18.4% | +40.4% | +19.0% |
| 3Y | -22.8% | +13.4% | -36.2% | -34.1% |
| 5Y | -3.4% | -54.2% | +50.9% | -9.7% |
| All | +46.3% | +8.8% | +37.5% | -8.5% |
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