+558.0%
PCAR vs AMBA
+807.9%
-249.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +4.3% |
| 7D | +3.7% | -8.1% | +11.7% | +4.8% |
| 30D | -2.9% | -10.8% | +7.8% | -1.6% |
| 3M | -21.7% | -25.9% | +4.2% | -18.9% |
| 6M | -6.6% | -13.9% | +7.2% | -7.2% |
| YTD | -2.2% | -14.0% | +11.8% | -3.5% |
| 1Y | +12.2% | -25.7% | +37.9% | +12.5% |
| 3Y | +36.5% | +21.5% | +15.1% | +22.8% |
| 5Y | +113.5% | -68.9% | +182.5% | +117.6% |
| 10Y | +319.4% | +5.2% | +314.2% | +233.4% |
| All | +558.0% | +807.9% | -249.9% | +252.3% |
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