+1,323.9%
ASML vs AMBA
-6.6%
+1,330.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -6.0% |
| 7D | -19.0% | -14.6% | -4.5% | -14.2% |
| 30D | -25.9% | -18.8% | -7.1% | -20.2% |
| 3M | -19.1% | -32.6% | +13.5% | -7.6% |
| 6M | -5.7% | -25.8% | +20.1% | -0.5% |
| YTD | +27.6% | -22.1% | +49.7% | +30.5% |
| 1Y | +30.8% | -36.2% | +67.0% | +41.5% |
| 3Y | +116.2% | +10.0% | +106.2% | +77.3% |
| 5Y | +67.7% | -71.6% | +139.2% | +99.1% |
| All | +1,323.9% | -6.6% | +1,330.5% | +882.0% |
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 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