+62.6%
IOT vs AMBA
-67.6%
+130.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.4% |
| 7D | +2.8% | -6.4% | +9.2% | +5.0% |
| 30D | -1.8% | -26.8% | +25.1% | +9.0% |
| 3M | +17.9% | -7.6% | +25.5% | +15.1% |
| 6M | +13.5% | +21.2% | -7.6% | -5.6% |
| YTD | +13.3% | -10.4% | +23.6% | +4.7% |
| 1Y | -3.3% | -24.4% | +21.1% | -6.0% |
| 3Y | +31.3% | +6.0% | +25.3% | -2.3% |
| All | +62.6% | -67.6% | +130.1% | +98.4% |
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