+62.4%
PYPL vs AMBA
-44.1%
+106.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.4% | +0.2% |
| 7D | +3.5% | -14.6% | +18.1% | +7.3% |
| 30D | +8.0% | -18.8% | +26.8% | +12.9% |
| 3M | +2.0% | -32.6% | +34.6% | +10.8% |
| 6M | +27.6% | -25.8% | +53.4% | +28.7% |
| YTD | +1.9% | -22.1% | +24.0% | +0.1% |
| 1Y | -12.4% | -36.2% | +23.8% | -10.2% |
| 3Y | +6.3% | +10.0% | -3.7% | -12.9% |
| 5Y | -73.6% | -71.6% | -2.0% | -71.7% |
| 10Y | +45.8% | -4.7% | +50.5% | +1.8% |
| All | +62.4% | -44.1% | +106.5% | +22.4% |
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 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