+26.5%
NDAQ vs AMBA
-32.6%
+59.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.4% |
| 7D | 0.0% | +2.6% | -2.6% | -0.1% |
| 30D | +16.3% | -3.6% | +19.9% | +16.3% |
| 3M | +15.8% | -24.6% | +40.4% | +16.3% |
| 6M | +24.8% | -21.6% | +46.4% | +24.0% |
| YTD | +14.1% | -11.8% | +25.9% | +10.6% |
| 1Y | +26.5% | -33.2% | +59.7% | +24.1% |
| All | +26.5% | -32.6% | +59.1% | +24.1% |
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 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