+318.5%
ILMN vs AMBA
+722.2%
-403.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.4% | +1.3% | -6.1% |
| 7D | -28.3% | -14.6% | -13.7% | -25.7% |
| 30D | -24.0% | -18.8% | -5.2% | -20.4% |
| 3M | +4.1% | -32.6% | +36.7% | +12.7% |
| 6M | +49.6% | -25.8% | +75.4% | +52.5% |
| YTD | +58.6% | -22.1% | +80.7% | +57.5% |
| 1Y | +69.9% | -36.2% | +106.1% | +75.2% |
| 3Y | +82.9% | +10.0% | +72.9% | +58.6% |
| 5Y | -47.6% | -71.6% | +23.9% | -43.9% |
| 10Y | +58.8% | -4.7% | +63.6% | +20.4% |
| All | +318.5% | +722.2% | -403.7% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling