+108.6%
ASML vs AMBA
-54.5%
+163.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.5% |
| 7D | +1.1% | -11.0% | +12.1% | +5.6% |
| 30D | +2.2% | -23.2% | +25.3% | +12.6% |
| 3M | -2.3% | -12.7% | +10.4% | -0.6% |
| 6M | +23.0% | +11.2% | +11.8% | +11.3% |
| YTD | +61.1% | -11.2% | +72.3% | +57.0% |
| 1Y | +129.1% | -22.5% | +151.6% | +129.5% |
| 3Y | +165.4% | -1.3% | +166.7% | +120.0% |
| All | +108.6% | -54.5% | +163.1% | +98.4% |
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