+73.9%
IBM vs AMBA
-1.0%
+74.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.1% |
| 7D | -0.3% | -11.0% | +10.7% | +0.6% |
| 30D | +0.3% | -23.2% | +23.4% | +2.3% |
| 3M | -21.6% | -12.7% | -8.9% | -21.6% |
| 6M | -4.7% | +11.2% | -15.9% | -9.4% |
| YTD | -19.1% | -11.2% | -7.9% | -21.0% |
| 1Y | -2.5% | -22.5% | +20.0% | -3.7% |
| All | +73.9% | -1.0% | +74.9% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling