+48.6%
AMZN vs AMBA
-70.4%
+119.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.5% | -1.8% |
| 7D | +7.9% | -7.2% | +15.1% | +9.6% |
| 30D | -0.2% | -10.4% | +10.1% | +2.2% |
| 3M | -4.8% | -30.1% | +25.4% | +3.0% |
| 6M | -5.7% | -22.4% | +16.7% | -4.3% |
| YTD | +12.3% | -17.3% | +29.7% | +10.3% |
| 1Y | +6.7% | -35.4% | +42.1% | +11.0% |
| 3Y | +85.6% | +18.6% | +66.9% | +48.4% |
| All | +48.6% | -70.4% | +119.1% | +49.2% |
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