+168.4%
LYB vs AMBA
+796.0%
-627.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +6.1% | +2.7% | +3.4% | +5.6% |
| 30D | +5.3% | -2.2% | +7.5% | +5.4% |
| 3M | +4.3% | -26.6% | +31.0% | +9.0% |
| 6M | -10.8% | -26.8% | +16.0% | -9.4% |
| YTD | +53.8% | -15.1% | +68.9% | +50.2% |
| 1Y | +50.5% | -32.3% | +82.7% | +52.2% |
| 3Y | -16.4% | +19.8% | -36.2% | -27.9% |
| 5Y | -4.8% | -69.2% | +64.4% | -2.4% |
| 10Y | +38.2% | +0.8% | +37.4% | +2.2% |
| All | +168.4% | +796.0% | -627.6% | +51.2% |
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