+142.2%
AAPL vs AMBA
-68.7%
+211.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | +3.1% | +10.7% | -7.6% | +1.3% |
| 30D | +4.0% | -5.0% | +9.0% | +4.6% |
| 3M | +17.4% | -26.9% | +44.3% | +22.9% |
| 6M | +20.5% | -21.9% | +42.4% | +20.6% |
| YTD | +30.9% | -13.8% | +44.7% | +26.8% |
| 1Y | +30.1% | -36.1% | +66.2% | +33.4% |
| 3Y | +92.7% | +21.6% | +71.1% | +58.6% |
| 5Y | +142.2% | -68.8% | +211.0% | +142.4% |
| All | +142.2% | -68.7% | +211.0% | +142.4% |
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