-51.4%
ILMN vs AMBA
-54.5%
+3.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +1.2% | -11.0% | +12.2% | +3.9% |
| 30D | +9.2% | -23.2% | +32.3% | +15.7% |
| 3M | +29.8% | -12.7% | +42.6% | +29.6% |
| 6M | +69.2% | +11.2% | +58.0% | +54.6% |
| YTD | +66.4% | -11.2% | +77.6% | +59.2% |
| 1Y | +123.4% | -22.5% | +145.9% | +118.6% |
| 3Y | +33.2% | -1.3% | +34.5% | +13.7% |
| All | -51.4% | -54.5% | +3.1% | -56.2% |
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