+164.6%
LYB vs AMBA
+837.3%
-672.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -0.2% | -11.0% | +10.7% | +1.7% |
| 30D | +8.7% | -23.2% | +31.9% | +13.4% |
| 3M | -3.0% | -12.7% | +9.7% | -3.2% |
| 6M | +4.7% | +11.2% | -6.5% | -1.3% |
| YTD | +51.6% | -11.2% | +62.8% | +48.0% |
| 1Y | +24.4% | -22.5% | +46.9% | +22.8% |
| 3Y | -23.5% | -1.3% | -22.2% | -31.1% |
| 5Y | -6.5% | -54.2% | +47.7% | -11.3% |
| 10Y | +40.5% | -6.1% | +46.6% | +5.1% |
| All | +164.6% | +837.3% | -672.6% | +48.9% |
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