+1,600.9%
NDAQ vs AMBA
+722.2%
+878.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.8% | -1.6% |
| 7D | +1.2% | -14.6% | +15.7% | +2.8% |
| 30D | +15.8% | -18.8% | +34.6% | +18.1% |
| 3M | +13.4% | -32.6% | +46.0% | +17.7% |
| 6M | +20.9% | -25.8% | +46.7% | +21.8% |
| YTD | +11.1% | -22.1% | +33.2% | +10.7% |
| 1Y | +26.5% | -36.2% | +62.7% | +28.4% |
| 3Y | +121.5% | +10.0% | +111.5% | +104.1% |
| 5Y | +61.3% | -71.6% | +132.9% | +64.0% |
| 10Y | +480.0% | -4.7% | +484.7% | +393.2% |
| All | +1,600.9% | +722.2% | +878.7% | +1,071.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling