+35.0%
PCAR vs AMBA
+10.0%
+25.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.4% | +7.9% | -0.5% |
| 7D | +2.2% | -14.6% | +16.7% | +4.0% |
| 30D | -4.4% | -18.8% | +14.4% | -2.2% |
| 3M | -21.4% | -32.6% | +11.2% | -18.0% |
| 6M | -7.3% | -25.8% | +18.5% | -6.3% |
| YTD | -3.8% | -22.1% | +18.3% | -4.3% |
| 1Y | +6.3% | -36.2% | +42.5% | +8.4% |
| All | +35.0% | +10.0% | +25.1% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling