+67.7%
ASML vs AMBA
-72.1%
+139.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -5.7% |
| 7D | -19.0% | -14.6% | -4.5% | -13.9% |
| 30D | -25.9% | -18.8% | -7.1% | -19.8% |
| 3M | -19.1% | -32.6% | +13.5% | -6.7% |
| 6M | -5.7% | -25.8% | +20.1% | -0.5% |
| YTD | +27.6% | -22.1% | +49.7% | +29.9% |
| 1Y | +30.8% | -36.2% | +67.0% | +41.6% |
| 3Y | +116.2% | +10.0% | +106.2% | +68.6% |
| 5Y | +67.7% | -71.6% | +139.2% | +90.6% |
| All | +67.7% | -72.1% | +139.8% | +90.6% |
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