+453.5%
APH vs AMBA
-7.1%
+460.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -9.4% | -38.4% | -45.5% |
| 7D | -48.7% | -11.6% | -37.1% | -46.2% |
| 30D | -51.9% | -23.2% | -28.8% | -48.0% |
| 3M | -43.6% | -12.7% | -30.8% | -41.6% |
| 6M | -37.5% | +11.2% | -48.7% | -39.8% |
| YTD | -38.6% | -11.2% | -27.4% | -38.2% |
| 1Y | -26.3% | -22.5% | -3.8% | -24.4% |
| 3Y | +89.2% | -1.3% | +90.5% | +74.7% |
| 5Y | +119.8% | -54.2% | +174.0% | +118.2% |
| All | +453.5% | -7.1% | +460.6% | +310.5% |
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