+2,010.4%
AMZN vs AMBA
+837.3%
+1,173.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.0% | -11.0% | +8.0% | -0.9% |
| 30D | -5.2% | -23.2% | +18.0% | -0.5% |
| 3M | +1.9% | -12.7% | +14.6% | +2.4% |
| 6M | +19.2% | +11.2% | +8.0% | +13.1% |
| YTD | +12.0% | -11.2% | +23.2% | +10.0% |
| 1Y | +9.7% | -22.5% | +32.2% | +9.4% |
| 3Y | +87.2% | -1.3% | +88.5% | +70.0% |
| 5Y | +48.7% | -54.2% | +102.8% | +46.0% |
| 10Y | +569.3% | -6.1% | +575.5% | +437.7% |
| All | +2,010.4% | +837.3% | +1,173.1% | +1,195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling