+84.2%
ASML vs AMBA
-68.8%
+152.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.9% |
| 7D | -10.0% | -8.1% | -1.9% | -7.1% |
| 30D | -19.4% | -10.8% | -8.7% | -16.0% |
| 3M | -12.5% | -25.9% | +13.4% | -2.8% |
| 6M | +8.2% | -13.9% | +22.1% | +7.7% |
| YTD | +40.7% | -14.0% | +54.7% | +37.8% |
| 1Y | +46.1% | -25.7% | +71.8% | +48.7% |
| 3Y | +138.5% | +21.5% | +117.0% | +78.9% |
| 5Y | +84.2% | -68.9% | +153.1% | +102.1% |
| All | +84.2% | -68.8% | +152.9% | +102.1% |
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