-37.8%
AMBA vs SOXQ
+283.8%
-321.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.1% | -4.5% |
| 7D | -11.0% | +2.3% | -13.3% | -13.4% |
| 30D | -23.2% | -2.3% | -20.9% | -21.5% |
| 3M | -12.7% | -13.8% | +1.0% | +2.3% |
| 6M | +11.2% | +48.6% | -37.4% | -30.7% |
| YTD | -11.2% | +66.0% | -77.2% | -51.5% |
| 1Y | -22.5% | +107.9% | -130.4% | -67.6% |
| 3Y | -1.3% | +224.1% | -225.5% | -77.2% |
| 5Y | -54.2% | +256.6% | -310.8% | -89.1% |
| All | -37.8% | +283.8% | -321.6% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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