+59.8%
ILMN vs AMBA
-0.9%
+60.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.7% | +1.1% |
| 7D | -9.7% | -7.2% | -2.4% | -8.0% |
| 30D | -20.4% | -10.4% | -10.0% | -18.3% |
| 3M | +10.0% | -30.1% | +40.1% | +18.7% |
| 6M | +49.5% | -22.4% | +71.9% | +50.8% |
| YTD | +62.5% | -17.3% | +79.8% | +58.7% |
| 1Y | +76.0% | -35.4% | +111.4% | +81.4% |
| 3Y | +94.2% | +18.6% | +75.5% | +62.0% |
| 5Y | -46.3% | -69.8% | +23.5% | -43.8% |
| All | +59.8% | -0.9% | +60.7% | +10.7% |
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