+1,860.5%
LYV vs AMBA
+837.3%
+1,023.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.1% |
| 7D | -4.5% | -11.0% | +6.5% | -2.5% |
| 30D | -5.5% | -23.2% | +17.7% | -1.0% |
| 3M | +7.8% | -12.7% | +20.5% | +7.5% |
| 6M | +9.4% | +11.2% | -1.8% | +2.8% |
| YTD | +21.8% | -11.2% | +33.0% | +18.6% |
| 1Y | +6.5% | -22.5% | +29.0% | +4.7% |
| 3Y | +106.4% | -1.3% | +107.7% | +83.5% |
| 5Y | +101.6% | -54.2% | +155.7% | +93.6% |
| 10Y | +540.9% | -6.1% | +547.1% | +392.1% |
| All | +1,860.5% | +837.3% | +1,023.2% | +914.5% |
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