+133.5%
ADI vs AMBA
-67.9%
+201.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.3% |
| 7D | -6.3% | -2.6% | -3.7% | -5.4% |
| 30D | -3.2% | -10.5% | +7.3% | +0.2% |
| 3M | +2.8% | -26.4% | +29.2% | +12.2% |
| 6M | -5.0% | -20.9% | +15.9% | -2.8% |
| YTD | +46.3% | -14.8% | +61.1% | +43.7% |
| 1Y | +71.6% | -36.1% | +107.7% | +83.1% |
| 3Y | +139.2% | +20.2% | +118.9% | +91.3% |
| All | +133.5% | -67.9% | +201.4% | +135.9% |
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