+495.8%
EBAY vs AMBA
+837.3%
-341.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -2.1% | -11.0% | +8.9% | -0.7% |
| 30D | -6.7% | -23.2% | +16.5% | -3.8% |
| 3M | -5.0% | -12.7% | +7.7% | -4.8% |
| 6M | +14.6% | +11.2% | +3.4% | +10.5% |
| YTD | +19.8% | -11.2% | +31.0% | +18.2% |
| 1Y | +12.6% | -22.5% | +35.1% | +12.1% |
| 3Y | +141.0% | -1.3% | +142.3% | +123.3% |
| 5Y | +47.5% | -54.2% | +101.7% | +43.3% |
| 10Y | +263.3% | -6.1% | +269.4% | +202.0% |
| All | +495.8% | +837.3% | -341.4% | +305.1% |
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 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