+401.7%
MCHP vs AMBA
+772.6%
-370.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +6.1% | -16.1% | -12.0% |
| 7D | -24.6% | -7.2% | -17.3% | -22.7% |
| 30D | -25.2% | -10.4% | -14.8% | -22.6% |
| 3M | -21.1% | -30.1% | +9.1% | -11.8% |
| 6M | -42.7% | -22.4% | -20.2% | -40.4% |
| YTD | -6.9% | -17.3% | +10.5% | -6.4% |
| 1Y | +0.9% | -35.4% | +36.3% | +8.5% |
| 3Y | -16.2% | +18.6% | -34.8% | -28.8% |
| 5Y | -24.1% | -69.8% | +45.7% | -11.9% |
| 10Y | +134.1% | +1.1% | +133.0% | +84.0% |
| All | +401.7% | +772.6% | -370.9% | +196.0% |
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