+309.7%
QCOM vs AMBA
+837.3%
-527.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +3.3% | -11.0% | +14.3% | +6.5% |
| 30D | +7.7% | -23.2% | +30.9% | +15.4% |
| 3M | -30.1% | -12.7% | -17.3% | -29.3% |
| 6M | +22.8% | +11.2% | +11.6% | +15.1% |
| YTD | +0.2% | -11.2% | +11.4% | -1.1% |
| 1Y | +7.9% | -22.5% | +30.4% | +8.9% |
| 3Y | +55.8% | -1.3% | +57.1% | +41.0% |
| 5Y | +30.1% | -54.2% | +84.2% | +32.0% |
| 10Y | +248.9% | -6.1% | +255.0% | +179.8% |
| All | +309.7% | +837.3% | -527.5% | +158.9% |
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