-70.4%
LYFT vs AMBA
-54.5%
-16.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -8.4% | +7.9% | -16.3% | -11.0% |
| 30D | -7.6% | -18.8% | +11.2% | -1.6% |
| 3M | +11.7% | +3.1% | +8.6% | +4.7% |
| 6M | +15.1% | +25.7% | -10.6% | -3.9% |
| YTD | -20.9% | -4.2% | -16.7% | -27.7% |
| 1Y | -16.4% | -18.4% | +2.0% | -20.6% |
| 3Y | +35.2% | +13.4% | +21.8% | +1.9% |
| All | -70.4% | -54.5% | -16.0% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling