+77.2%
AXON vs AMBA
-70.4%
+147.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +6.1% | -24.3% | -19.4% |
| 7D | -26.8% | -7.2% | -19.6% | -25.8% |
| 30D | -22.9% | -10.4% | -12.5% | -21.4% |
| 3M | -40.1% | -30.1% | -10.0% | -36.0% |
| 6M | -18.9% | -22.4% | +3.5% | -18.4% |
| YTD | -44.9% | -17.3% | -27.5% | -46.1% |
| 1Y | -46.7% | -35.4% | -11.3% | -45.2% |
| 3Y | +44.3% | +18.6% | +25.7% | +17.7% |
| All | +77.2% | -70.4% | +147.6% | +81.6% |
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