+28.2%
BABA vs AMBA
+55.2%
-27.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -4.8% | -11.0% | +6.2% | -2.3% |
| 30D | -11.9% | -23.2% | +11.3% | -6.9% |
| 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% | -23.7% |
| 1Y | -12.7% | -22.5% | +9.8% | -12.9% |
| 3Y | +26.7% | -1.3% | +28.0% | +13.0% |
| 5Y | -29.3% | -54.2% | +24.8% | -31.5% |
| 10Y | +21.2% | -6.1% | +27.4% | -11.6% |
| All | +28.2% | +55.2% | -27.0% | -17.3% |
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