+142.1%
IBM vs AMBA
-72.1%
+214.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -2.1% |
| 7D | -4.3% | -14.6% | +10.2% | -3.1% |
| 30D | +11.7% | -18.8% | +30.5% | +13.4% |
| 3M | +5.5% | -32.6% | +38.1% | +8.6% |
| 6M | +9.5% | -25.8% | +35.3% | +9.8% |
| YTD | -14.9% | -22.1% | +7.2% | -15.5% |
| 1Y | -17.4% | -36.2% | +18.9% | -16.5% |
| 3Y | +83.3% | +10.0% | +73.3% | +70.7% |
| 5Y | +142.1% | -71.6% | +213.6% | +130.3% |
| All | +142.1% | -72.1% | +214.1% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling