-81.0%
LYFT vs AMBA
+59.6%
-140.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +8.4% | -16.6% | -11.1% |
| 7D | -14.1% | +2.5% | -16.6% | -15.2% |
| 30D | -13.7% | -16.1% | +2.5% | -9.0% |
| 3M | +7.4% | +4.6% | +2.8% | +0.1% |
| 6M | +8.3% | +29.2% | -20.9% | -10.2% |
| YTD | -23.1% | -2.9% | -20.2% | -29.9% |
| 1Y | -19.0% | -18.7% | -0.3% | -22.8% |
| 3Y | +37.7% | +14.9% | +22.8% | +5.5% |
| 5Y | -70.5% | -53.0% | -17.5% | -72.4% |
| All | -81.0% | +59.6% | -140.6% | -89.5% |
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