+659.4%
ADBE vs AMBA
+772.6%
-113.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -4.0% |
| 7D | -4.4% | -7.2% | +2.9% | -3.3% |
| 30D | +2.8% | -10.4% | +13.2% | +4.4% |
| 3M | -8.0% | -30.1% | +22.1% | -2.8% |
| 6M | -4.3% | -22.4% | +18.1% | -4.8% |
| YTD | -31.6% | -17.3% | -14.3% | -33.6% |
| 1Y | -26.9% | -35.4% | +8.5% | -25.9% |
| 3Y | -57.7% | +18.6% | -76.3% | -64.6% |
| 5Y | -63.9% | -69.8% | +5.9% | -62.5% |
| 10Y | +125.3% | +1.1% | +124.2% | +72.2% |
| All | +659.4% | +772.6% | -113.1% | +347.0% |
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