+132.4%
IBM vs AMBA
-7.1%
+139.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -0.3% | -11.0% | +10.7% | +0.9% |
| 30D | +0.3% | -23.2% | +23.4% | +3.1% |
| 3M | -21.6% | -12.7% | -8.9% | -21.6% |
| 6M | -4.7% | +11.2% | -15.9% | -8.7% |
| YTD | -19.1% | -11.2% | -7.9% | -20.5% |
| 1Y | -2.5% | -22.5% | +20.0% | -3.2% |
| 3Y | +74.2% | -1.3% | +75.5% | +61.9% |
| 5Y | +113.1% | -54.2% | +167.3% | +103.8% |
| All | +132.4% | -7.1% | +139.4% | +73.8% |
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