+162.2%
ARM vs AMBA
-4.6%
+166.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -9.4% | -3.6% | -8.0% |
| 7D | -27.1% | -14.6% | -12.6% | -20.3% |
| 30D | -44.9% | -18.8% | -26.1% | -38.2% |
| 3M | -39.3% | -32.6% | -6.7% | -25.2% |
| 6M | -20.2% | -25.8% | +5.6% | -12.0% |
| YTD | +52.5% | -22.1% | +74.6% | +60.3% |
| 1Y | +4.1% | -36.2% | +40.3% | +19.1% |
| 3Y | +211.7% | +10.0% | +201.7% | +128.6% |
| All | +162.2% | -4.6% | +166.8% | +119.8% |
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