+265.4%
INTC vs AMBA
+772.6%
-507.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.1% | +1.6% | +6.0% |
| 7D | -14.4% | -7.2% | -7.2% | -12.4% |
| 30D | -50.2% | -10.4% | -39.9% | -48.5% |
| 3M | -43.6% | -30.1% | -13.5% | -37.8% |
| 6M | -50.2% | -22.4% | -27.8% | -47.3% |
| YTD | +52.5% | -17.3% | +69.9% | +58.0% |
| 1Y | +51.1% | -35.4% | +86.5% | +64.9% |
| 3Y | +50.3% | +18.6% | +31.7% | +37.5% |
| 5Y | +19.2% | -69.8% | +89.0% | +33.3% |
| 10Y | +105.1% | +1.1% | +104.0% | +67.0% |
| All | +265.4% | +772.6% | -507.2% | +139.1% |
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