+147.3%
IBM vs AMBA
-0.9%
+148.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +1.6% | +2.7% | -1.1% | +1.3% |
| 30D | +9.2% | -2.2% | +11.4% | +9.3% |
| 3M | +4.9% | -26.6% | +31.6% | +8.2% |
| 6M | +16.8% | -26.8% | +43.5% | +17.9% |
| YTD | -14.3% | -15.1% | +0.9% | -15.6% |
| 1Y | -16.7% | -32.3% | +15.5% | -16.0% |
| 3Y | +82.2% | +19.8% | +62.4% | +65.1% |
| 5Y | +149.9% | -69.2% | +219.2% | +154.2% |
| All | +147.3% | -0.9% | +148.2% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling