+280.6%
QCOM vs AMBA
+722.2%
-441.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.4% | -0.1% | -7.0% |
| 7D | -15.5% | -14.6% | -0.9% | -11.7% |
| 30D | -13.4% | -18.8% | +5.4% | -8.5% |
| 3M | 0.0% | -32.6% | +32.6% | +10.9% |
| 6M | -15.2% | -25.8% | +10.6% | -11.6% |
| YTD | -6.9% | -22.1% | +15.2% | -4.9% |
| 1Y | -11.0% | -36.2% | +25.3% | -5.1% |
| 3Y | +39.8% | +10.0% | +29.8% | +23.4% |
| 5Y | +7.2% | -71.6% | +78.7% | +21.2% |
| 10Y | +207.7% | -4.7% | +212.4% | +151.7% |
| All | +280.6% | +722.2% | -441.6% | +148.9% |
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