+53.3%
MSFT vs AMBA
-1.0%
+54.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -2.0% |
| 7D | -2.7% | -11.0% | +8.3% | -1.6% |
| 30D | +2.7% | -23.2% | +25.9% | +5.4% |
| 3M | +17.0% | -12.7% | +29.7% | +17.2% |
| 6M | +23.8% | +11.2% | +12.6% | +18.4% |
| YTD | +4.0% | -11.2% | +15.2% | +1.9% |
| 1Y | -0.8% | -22.5% | +21.7% | -2.1% |
| All | +53.3% | -1.0% | +54.3% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling