+371.4%
AVAV vs AMBA
+807.9%
-436.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.7% | -6.6% | -8.0% |
| 7D | -10.1% | -8.1% | -2.0% | -8.6% |
| 30D | -18.7% | -10.8% | -8.0% | -16.9% |
| 3M | -33.0% | -25.9% | -7.1% | -29.1% |
| 6M | -37.2% | -13.9% | -23.3% | -36.7% |
| YTD | -53.2% | -14.0% | -39.2% | -53.2% |
| 1Y | -69.0% | -25.7% | -43.3% | -68.3% |
| 3Y | -5.5% | +21.5% | -27.0% | -15.7% |
| 5Y | +20.1% | -68.9% | +89.1% | +25.5% |
| 10Y | +371.8% | +5.2% | +366.6% | +271.2% |
| All | +371.4% | +807.9% | -436.5% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling