+549.2%
LYV vs AMBA
+8.8%
+540.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.3% |
| 7D | -4.2% | +7.1% | -11.3% | -5.6% |
| 30D | -7.2% | -18.1% | +10.9% | -3.5% |
| 3M | +1.5% | +8.4% | -6.8% | -3.2% |
| 6M | +2.7% | +25.7% | -22.9% | -7.1% |
| YTD | +19.4% | -4.2% | +23.5% | +13.7% |
| 1Y | -0.5% | -18.7% | +18.2% | -3.6% |
| 3Y | +110.1% | +13.3% | +96.8% | +75.6% |
| 5Y | +97.6% | -54.2% | +151.8% | +87.5% |
| All | +549.2% | +8.8% | +540.3% | +322.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling