+1,725.3%
GOOG vs AMBA
+837.3%
+888.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -2.1% | -11.0% | +8.8% | -0.2% |
| 30D | -6.8% | -23.2% | +16.3% | -2.8% |
| 3M | -9.1% | -12.7% | +3.6% | -8.7% |
| 6M | +10.7% | +11.2% | -0.5% | +5.6% |
| YTD | +7.1% | -11.2% | +18.3% | +5.2% |
| 1Y | +44.6% | -22.5% | +67.2% | +44.3% |
| 3Y | +147.4% | -1.3% | +148.7% | +126.1% |
| 5Y | +133.8% | -54.2% | +188.0% | +128.4% |
| 10Y | +777.5% | -6.1% | +783.6% | +608.1% |
| All | +1,725.3% | +837.3% | +888.0% | +1,002.5% |
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