+19.6%
AVAV vs AMBA
-70.4%
+90.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +6.1% | +4.3% | +9.1% |
| 7D | -10.6% | -7.2% | -3.3% | -8.9% |
| 30D | -18.8% | -10.4% | -8.4% | -16.7% |
| 3M | -34.1% | -30.1% | -4.0% | -28.8% |
| 6M | -35.3% | -22.4% | -12.9% | -33.2% |
| YTD | -53.4% | -17.3% | -36.0% | -53.0% |
| 1Y | -65.6% | -35.4% | -30.3% | -63.7% |
| 3Y | -5.1% | +18.6% | -23.7% | -15.7% |
| All | +19.6% | -70.4% | +90.0% | +4.8% |
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