+70.5%
ILMN vs AMBA
+12.8%
+57.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.3% | -1.7% | +2.4% |
| 7D | -2.6% | 0.0% | -2.5% | -2.5% |
| 30D | -20.6% | -8.6% | -12.0% | -18.9% |
| 3M | +17.5% | -29.0% | +46.4% | +26.3% |
| 6M | +55.6% | -19.2% | +74.8% | +55.6% |
| YTD | +68.3% | -13.0% | +81.3% | +62.4% |
| 1Y | +81.1% | -31.3% | +112.4% | +84.0% |
| 3Y | +112.2% | +28.1% | +84.0% | +73.7% |
| 5Y | -42.6% | -69.4% | +26.9% | -40.0% |
| 10Y | +70.5% | +7.6% | +62.9% | +16.7% |
| All | +70.5% | +12.8% | +57.7% | +16.7% |
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