+216.5%
QCOM vs AMBA
-0.9%
+217.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.1% | -0.6% | +3.5% |
| 7D | +0.4% | -7.2% | +7.6% | +3.0% |
| 30D | -6.6% | -10.4% | +3.8% | -3.2% |
| 3M | +3.7% | -30.1% | +33.8% | +16.3% |
| 6M | -13.3% | -22.4% | +9.1% | -10.4% |
| YTD | -1.8% | -17.3% | +15.6% | -1.7% |
| 1Y | -2.5% | -35.4% | +32.9% | +4.7% |
| 3Y | +47.0% | +18.6% | +28.3% | +19.5% |
| 5Y | +13.1% | -69.8% | +82.9% | +29.1% |
| All | +216.5% | -0.9% | +217.3% | +106.3% |
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 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