+156.4%
AMAT vs AMBA
-68.8%
+225.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -2.5% |
| 7D | -11.2% | -8.1% | -3.1% | -7.9% |
| 30D | -31.9% | -10.8% | -21.1% | -28.7% |
| 3M | -32.3% | -25.9% | -6.4% | -23.9% |
| 6M | -5.4% | -13.9% | +8.5% | -4.3% |
| YTD | +44.3% | -14.0% | +58.3% | +43.7% |
| 1Y | +61.4% | -25.7% | +87.0% | +67.8% |
| 3Y | +170.6% | +21.5% | +149.1% | +107.5% |
| 5Y | +156.4% | -68.9% | +225.4% | +197.0% |
| All | +156.4% | -68.8% | +225.2% | +197.0% |
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 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