+133.0%
AAPL vs AMBA
-70.4%
+203.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.6% | -1.5% |
| 7D | -0.7% | -7.2% | +6.6% | +0.5% |
| 30D | +1.7% | -10.4% | +12.1% | +3.2% |
| 3M | +9.7% | -30.1% | +39.8% | +15.7% |
| 6M | +19.3% | -22.4% | +41.7% | +19.3% |
| YTD | +26.3% | -17.3% | +43.6% | +23.2% |
| 1Y | +27.4% | -35.4% | +62.8% | +29.9% |
| 3Y | +93.6% | +18.6% | +75.0% | +59.9% |
| All | +133.0% | -70.4% | +203.4% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling