+400.9%
AAOI vs AMBA
+206.7%
+194.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.9% |
| 7D | -0.5% | +2.7% | -3.2% | -1.3% |
| 30D | -42.1% | -2.2% | -40.0% | -40.7% |
| 3M | -61.6% | -26.6% | -35.0% | -55.5% |
| 6M | -77.6% | -26.8% | -50.9% | -74.6% |
| YTD | +43.1% | -15.1% | +58.2% | +51.3% |
| 1Y | +138.6% | -32.3% | +170.9% | +173.0% |
| 3Y | +353.5% | +19.8% | +333.7% | +327.4% |
| 5Y | +720.6% | -69.2% | +789.8% | +993.0% |
| 10Y | +99.8% | +0.8% | +99.0% | +62.5% |
| All | +400.9% | +206.7% | +194.2% | +194.8% |
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