+959.5%
AAOI vs AMBA
+220.9%
+738.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.5% |
| 7D | -0.7% | -11.0% | +10.3% | +4.3% |
| 30D | -17.9% | -23.2% | +5.3% | -8.0% |
| 3M | -48.0% | -12.7% | -35.3% | -45.2% |
| 6M | +5.8% | +11.2% | -5.4% | +2.1% |
| YTD | +202.7% | -11.2% | +213.9% | +209.3% |
| 1Y | +352.5% | -22.5% | +375.1% | +386.4% |
| 3Y | +657.0% | -1.3% | +658.3% | +646.3% |
| 5Y | +1,267.0% | -54.2% | +1,321.1% | +1,471.4% |
| 10Y | +502.7% | -6.1% | +508.8% | +385.3% |
| All | +959.5% | +220.9% | +738.7% | +502.7% |
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