+201.6%
ARM vs AMBA
+5.3%
+196.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.5% | -4.4% |
| 7D | -18.7% | -8.1% | -10.6% | -14.8% |
| 30D | -36.7% | -10.8% | -25.9% | -32.7% |
| 3M | -31.6% | -25.9% | -5.7% | -20.3% |
| 6M | -5.6% | -13.9% | +8.2% | -4.5% |
| YTD | +75.5% | -14.0% | +89.5% | +74.3% |
| 1Y | +19.3% | -25.7% | +45.0% | +24.9% |
| 3Y | +258.6% | +21.5% | +237.1% | +148.6% |
| All | +201.6% | +5.3% | +196.3% | +139.0% |
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