+590.7%
HPQ vs AMBA
+772.6%
-181.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.1% | -9.5% | -4.5% |
| 7D | -1.1% | -7.2% | +6.1% | +0.1% |
| 30D | -11.7% | -10.4% | -1.3% | -10.3% |
| 3M | +2.0% | -30.1% | +32.1% | +8.2% |
| 6M | +35.9% | -22.4% | +58.3% | +36.3% |
| YTD | +32.7% | -17.3% | +50.0% | +29.9% |
| 1Y | +14.3% | -35.4% | +49.7% | +16.9% |
| 3Y | +17.8% | +18.6% | -0.8% | +1.5% |
| 5Y | +7.6% | -69.8% | +77.4% | +11.9% |
| 10Y | +171.7% | +1.1% | +170.6% | +110.8% |
| All | +590.7% | +772.6% | -181.8% | +319.1% |
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