+141.6%
IBM vs AMBA
+4.3%
+137.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -1.5% | -2.6% | +1.1% | -1.3% |
| 30D | +8.4% | -10.5% | +18.9% | +9.6% |
| 3M | +4.2% | -26.4% | +30.6% | +7.4% |
| 6M | +7.9% | -20.9% | +28.8% | +7.9% |
| YTD | -15.2% | -14.8% | -0.4% | -16.5% |
| 1Y | -18.7% | -36.1% | +17.3% | -17.4% |
| 3Y | +79.2% | +20.2% | +59.0% | +62.3% |
| 5Y | +144.7% | -67.2% | +212.0% | +146.5% |
| 10Y | +141.6% | +5.0% | +136.6% | +75.4% |
| All | +141.6% | +4.3% | +137.2% | +75.4% |
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