+166.1%
LYB vs AMBA
+810.0%
-643.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.5% |
| 7D | +3.7% | +10.7% | -7.0% | +1.8% |
| 30D | +6.4% | -5.0% | +11.5% | +7.0% |
| 3M | +2.8% | -26.9% | +29.7% | +7.4% |
| 6M | -12.2% | -21.9% | +9.7% | -11.9% |
| YTD | +52.4% | -13.8% | +66.2% | +48.6% |
| 1Y | +56.8% | -36.1% | +92.9% | +60.2% |
| 3Y | -17.2% | +21.6% | -38.8% | -28.7% |
| 5Y | -5.6% | -68.8% | +63.1% | -3.5% |
| 10Y | +37.0% | +2.3% | +34.6% | +1.1% |
| All | +166.1% | +810.0% | -643.9% | +49.5% |
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 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