+355.8%
ILMN vs AMBA
+807.9%
-452.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.5% |
| 7D | -21.6% | -8.1% | -13.5% | -20.0% |
| 30D | -22.9% | -10.8% | -12.1% | -20.9% |
| 3M | +11.6% | -25.9% | +37.5% | +18.3% |
| 6M | +62.5% | -13.9% | +76.4% | +60.2% |
| YTD | +72.7% | -14.0% | +86.7% | +67.8% |
| 1Y | +93.9% | -25.7% | +119.5% | +93.1% |
| 3Y | +99.2% | +21.5% | +77.7% | +69.0% |
| 5Y | -44.8% | -68.9% | +24.2% | -42.0% |
| 10Y | +73.0% | +5.2% | +67.8% | +28.3% |
| All | +355.8% | +807.9% | -452.1% | +143.5% |
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