+27.1%
BABA vs AMBA
-1.0%
+28.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -4.8% | -11.0% | +6.2% | -2.6% |
| 30D | -11.9% | -23.2% | +11.3% | -7.5% |
| 3M | -9.3% | -12.7% | +3.4% | -9.0% |
| 6M | -14.2% | +11.2% | -25.5% | -19.8% |
| YTD | -22.0% | -11.2% | -10.8% | -23.8% |
| 1Y | -12.7% | -22.5% | +9.8% | -13.3% |
| All | +27.1% | -1.0% | +28.1% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling