+3.3%
MSFT vs AMBA
-32.6%
+35.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.4% |
| 7D | -6.2% | +2.6% | -8.8% | -6.4% |
| 30D | -3.7% | -3.6% | -0.1% | -3.6% |
| 3M | +3.6% | -24.6% | +28.2% | +4.6% |
| 6M | +26.8% | -21.6% | +48.4% | +25.8% |
| YTD | +8.4% | -11.8% | +20.2% | +4.4% |
| 1Y | +3.3% | -33.2% | +36.5% | -0.8% |
| All | +3.3% | -32.6% | +35.8% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling