+250.3%
QCOM vs AMBA
-7.1%
+257.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +3.3% | -11.0% | +14.3% | +7.3% |
| 30D | +7.7% | -23.2% | +30.9% | +17.3% |
| 3M | -30.1% | -12.7% | -17.3% | -29.4% |
| 6M | +22.8% | +11.2% | +11.6% | +12.6% |
| YTD | +0.2% | -11.2% | +11.4% | -2.0% |
| 1Y | +7.9% | -22.5% | +30.4% | +8.4% |
| 3Y | +55.8% | -1.3% | +57.1% | +34.7% |
| 5Y | +30.1% | -54.2% | +84.2% | +29.8% |
| All | +250.3% | -7.1% | +257.4% | +139.5% |
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 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