+1,111.0%
AMAT vs AMBA
-6.6%
+1,117.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.4% | -4.1% | -9.6% |
| 7D | -24.3% | -14.6% | -9.7% | -18.7% |
| 30D | -39.8% | -18.8% | -21.0% | -34.2% |
| 3M | -40.2% | -32.6% | -7.6% | -29.8% |
| 6M | -22.1% | -25.8% | +3.7% | -15.7% |
| YTD | +24.7% | -22.1% | +46.8% | +30.2% |
| 1Y | +33.3% | -36.2% | +69.5% | +48.7% |
| 3Y | +133.9% | +10.0% | +123.9% | +90.7% |
| 5Y | +117.1% | -71.6% | +188.6% | +177.6% |
| All | +1,111.0% | -6.6% | +1,117.6% | +662.8% |
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