+81.4%
ILMN vs AMBA
-33.2%
+114.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.3% | -1.7% | +3.2% |
| 7D | -2.6% | 0.0% | -2.5% | -2.6% |
| 30D | -20.6% | -8.6% | -12.0% | -20.4% |
| 3M | +17.5% | -29.0% | +46.4% | +18.3% |
| 6M | +55.6% | -19.2% | +74.8% | +54.8% |
| YTD | +68.3% | -13.0% | +81.3% | +64.2% |
| All | +81.4% | -33.2% | +114.6% | +81.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling