+66.2%
NDAQ vs AMBA
-69.7%
+135.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | 0.0% |
| 7D | +1.3% | +2.7% | -1.4% | +0.9% |
| 30D | +18.0% | -2.2% | +20.1% | +18.0% |
| 3M | +11.5% | -26.6% | +38.2% | +15.0% |
| 6M | +21.1% | -26.8% | +47.9% | +22.3% |
| YTD | +12.8% | -15.1% | +27.9% | +10.7% |
| 1Y | +25.7% | -32.3% | +58.0% | +26.8% |
| 3Y | +116.8% | +19.8% | +97.0% | +91.1% |
| All | +66.2% | -69.7% | +135.9% | +58.4% |
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