+62.8%
IOT vs AMBA
-67.9%
+130.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | -2.3% | -11.0% | +8.6% | +1.5% |
| 30D | +3.8% | -23.2% | +27.0% | +13.3% |
| 3M | +14.2% | -12.7% | +26.9% | +13.3% |
| 6M | +40.1% | +11.2% | +28.9% | +20.1% |
| YTD | +13.4% | -11.2% | +24.6% | +5.2% |
| 1Y | +12.2% | -22.5% | +34.7% | +7.8% |
| 3Y | +30.0% | -1.3% | +31.3% | +0.2% |
| All | +62.8% | -67.9% | +130.6% | +99.3% |
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