+1,445.6%
GOOG vs AMBA
+772.6%
+673.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | -0.3% |
| 7D | +2.1% | -7.2% | +9.3% | +3.2% |
| 30D | -18.3% | -10.4% | -7.9% | -16.9% |
| 3M | -20.3% | -30.1% | +9.8% | -15.9% |
| 6M | -28.1% | -22.4% | -5.6% | -27.2% |
| YTD | -9.3% | -17.3% | +8.0% | -10.3% |
| 1Y | -0.2% | -35.4% | +35.2% | +2.7% |
| 3Y | +118.0% | +18.6% | +99.4% | +92.0% |
| 5Y | +92.1% | -69.8% | +161.9% | +99.7% |
| 10Y | +652.3% | +1.1% | +651.2% | +504.1% |
| All | +1,445.6% | +772.6% | +673.0% | +840.3% |
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