+357.4%
IBB vs AMBA
+722.2%
-364.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.4% | +4.4% | -3.5% |
| 7D | -3.6% | -14.6% | +11.0% | -1.1% |
| 30D | +3.4% | -18.8% | +22.2% | +6.8% |
| 3M | +9.5% | -32.6% | +42.1% | +16.1% |
| 6M | +23.3% | -25.8% | +49.1% | +25.0% |
| YTD | +24.5% | -22.1% | +46.7% | +23.9% |
| 1Y | +32.9% | -36.2% | +69.1% | +36.0% |
| 3Y | +76.6% | +10.0% | +66.6% | +55.6% |
| 5Y | +35.5% | -71.6% | +107.1% | +41.6% |
| 10Y | +156.7% | -4.7% | +161.5% | +96.1% |
| All | +357.4% | +722.2% | -364.8% | +165.9% |
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