+17.1%
BABA vs AMBA
-0.9%
+17.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.8% | -0.2% |
| 7D | +11.6% | -7.2% | +18.9% | +13.3% |
| 30D | +2.3% | -10.4% | +12.7% | +4.5% |
| 3M | -13.7% | -30.1% | +16.4% | -7.1% |
| 6M | -21.9% | -22.4% | +0.5% | -21.0% |
| YTD | -24.6% | -17.3% | -7.3% | -25.8% |
| 1Y | -34.1% | -35.4% | +1.3% | -31.7% |
| 3Y | +36.3% | +18.6% | +17.6% | +13.2% |
| 5Y | -26.7% | -69.8% | +43.1% | -22.7% |
| All | +17.1% | -0.9% | +17.9% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling