+230.9%
QCOM vs AMBA
+12.8%
+218.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.3% | -1.6% | +1.9% |
| 7D | +5.8% | 0.0% | +5.8% | +5.9% |
| 30D | -2.3% | -8.6% | +6.3% | +0.8% |
| 3M | +2.7% | -29.0% | +31.7% | +14.6% |
| 6M | -21.0% | -19.2% | -1.8% | -19.5% |
| YTD | +1.8% | -13.0% | +14.8% | +0.1% |
| 1Y | +2.4% | -31.3% | +33.7% | +7.7% |
| 3Y | +52.1% | +28.1% | +24.0% | +20.5% |
| 5Y | +14.6% | -69.4% | +84.1% | +30.2% |
| 10Y | +230.9% | +7.6% | +223.2% | +112.3% |
| All | +230.9% | +12.8% | +218.1% | +112.3% |
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