-21.8%
LYB vs AMBA
+12.9%
-34.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.4% | -8.5% | -1.0% |
| 7D | -3.1% | +2.5% | -5.6% | -3.4% |
| 30D | +4.0% | -16.1% | +20.2% | +6.0% |
| 3M | +2.4% | +4.6% | -2.2% | 0.0% |
| 6M | -1.4% | +29.2% | -30.6% | -8.1% |
| YTD | +53.9% | -2.9% | +56.8% | +49.9% |
| 1Y | +26.1% | -18.7% | +44.8% | +24.8% |
| All | -21.8% | +12.9% | -34.6% | -32.3% |
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 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