+207.4%
ALAB vs AMBA
+18.4%
+189.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.1% | +0.1% | +2.6% |
| 7D | -26.3% | -7.2% | -19.0% | -22.1% |
| 30D | -50.1% | -10.4% | -39.7% | -46.1% |
| 3M | -42.5% | -30.1% | -12.3% | -28.7% |
| 6M | -10.8% | -22.4% | +11.6% | +0.1% |
| YTD | +14.6% | -17.3% | +32.0% | +21.1% |
| 1Y | +17.1% | -35.4% | +52.5% | +39.1% |
| All | +207.4% | +18.4% | +189.1% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling