+364.4%
PCAR vs AMBA
-7.1%
+371.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | -0.5% | -11.0% | +10.4% | +1.1% |
| 30D | -6.2% | -23.2% | +16.9% | -2.7% |
| 3M | +5.9% | -12.7% | +18.6% | +6.2% |
| 6M | +0.4% | +11.2% | -10.8% | -3.9% |
| YTD | +14.8% | -11.2% | +26.0% | +13.1% |
| 1Y | +30.1% | -22.5% | +52.6% | +29.5% |
| 3Y | +66.7% | -1.3% | +68.0% | +53.1% |
| 5Y | +166.1% | -54.2% | +220.3% | +154.4% |
| All | +364.4% | -7.1% | +371.5% | +252.8% |
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