+922.9%
MSFT vs AMBA
+4.3%
+918.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.8% |
| 7D | +2.3% | -2.6% | +5.0% | +2.7% |
| 30D | -0.4% | -10.5% | +10.1% | +1.5% |
| 3M | +5.6% | -26.4% | +32.0% | +11.1% |
| 6M | +29.0% | -20.9% | +49.8% | +29.5% |
| YTD | +10.9% | -14.8% | +25.7% | +8.4% |
| 1Y | +6.2% | -36.1% | +42.3% | +9.3% |
| 3Y | +47.6% | +20.2% | +27.4% | +23.6% |
| 5Y | +67.9% | -67.2% | +135.2% | +72.8% |
| 10Y | +922.9% | +5.0% | +917.9% | +590.7% |
| All | +922.9% | +4.3% | +918.5% | +590.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling