+15.6%
BABA vs AMBA
-6.6%
+22.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.4% | +12.1% | +4.9% |
| 7D | +8.6% | -14.6% | +23.1% | +12.4% |
| 30D | -1.1% | -18.8% | +17.7% | +3.4% |
| 3M | -15.9% | -32.6% | +16.7% | -8.8% |
| 6M | -17.5% | -25.8% | +8.3% | -15.7% |
| YTD | -25.6% | -22.1% | -3.5% | -25.7% |
| 1Y | -33.8% | -36.2% | +2.4% | -31.3% |
| 3Y | +34.6% | +10.0% | +24.6% | +13.9% |
| 5Y | -27.7% | -71.6% | +43.9% | -22.6% |
| All | +15.6% | -6.6% | +22.2% | -25.0% |
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