+474.7%
NDAQ vs AMBA
-0.9%
+475.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.9% | -0.5% |
| 7D | +0.8% | -7.2% | +8.1% | +1.7% |
| 30D | +16.5% | -10.4% | +26.9% | +17.8% |
| 3M | +13.5% | -30.1% | +43.6% | +18.0% |
| 6M | +20.9% | -22.4% | +43.4% | +21.2% |
| YTD | +11.4% | -17.3% | +28.8% | +9.9% |
| 1Y | +25.9% | -35.4% | +61.3% | +27.9% |
| 3Y | +119.9% | +18.6% | +101.2% | +96.2% |
| 5Y | +61.7% | -69.8% | +131.6% | +63.7% |
| All | +474.7% | -0.9% | +475.5% | +340.1% |
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