+105.8%
LYV vs AMBA
+12.9%
+93.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.4% | -8.7% | -1.2% |
| 7D | -5.3% | +2.5% | -7.8% | -5.6% |
| 30D | -7.9% | -16.1% | +8.2% | -6.3% |
| 3M | +4.5% | +4.6% | -0.1% | +2.0% |
| 6M | +2.5% | +29.2% | -26.7% | -4.5% |
| YTD | +19.3% | -2.9% | +22.2% | +15.2% |
| 1Y | -0.2% | -18.7% | +18.5% | -2.2% |
| All | +105.8% | +12.9% | +93.0% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling