+73.5%
MSFT vs AMBA
-54.5%
+128.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.9% |
| 7D | -2.7% | -11.0% | +8.3% | -0.9% |
| 30D | +2.7% | -23.2% | +25.9% | +7.1% |
| 3M | +17.0% | -12.7% | +29.7% | +17.2% |
| 6M | +23.8% | +11.2% | +12.6% | +16.5% |
| YTD | +4.0% | -11.2% | +15.2% | +1.3% |
| 1Y | -0.8% | -22.5% | +21.7% | -2.3% |
| 3Y | +55.6% | -1.3% | +56.9% | +37.0% |
| All | +73.5% | -54.5% | +128.0% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling