+138.2%
IBM vs AMBA
-70.4%
+208.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -1.3% |
| 7D | -5.0% | -7.2% | +2.3% | -4.4% |
| 30D | +11.1% | -10.4% | +21.5% | +12.0% |
| 3M | +5.7% | -30.1% | +35.8% | +8.5% |
| 6M | +10.1% | -22.4% | +32.5% | +10.0% |
| YTD | -15.6% | -17.3% | +1.7% | -16.6% |
| 1Y | -19.5% | -35.4% | +15.8% | -18.8% |
| 3Y | +80.4% | +18.6% | +61.8% | +67.0% |
| All | +138.2% | -70.4% | +208.6% | +125.8% |
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 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