-45.5%
ILMN vs AMBA
-70.4%
+24.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.7% | +1.0% |
| 7D | -9.7% | -7.2% | -2.4% | -8.0% |
| 30D | -20.4% | -10.4% | -10.0% | -18.2% |
| 3M | +10.0% | -30.1% | +40.1% | +19.1% |
| 6M | +49.5% | -22.4% | +71.9% | +50.5% |
| YTD | +62.5% | -17.3% | +79.8% | +57.7% |
| 1Y | +76.0% | -35.4% | +111.4% | +81.6% |
| 3Y | +94.2% | +18.6% | +75.5% | +55.6% |
| All | -45.5% | -70.4% | +24.9% | -46.7% |
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 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