+93.9%
QQQ vs AMBA
-54.5%
+148.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +0.4% | -11.0% | +11.3% | +2.9% |
| 30D | +0.2% | -23.2% | +23.4% | +6.1% |
| 3M | -2.8% | -12.7% | +9.9% | -2.1% |
| 6M | +18.0% | +11.2% | +6.8% | +10.5% |
| YTD | +17.3% | -11.2% | +28.5% | +14.7% |
| 1Y | +25.6% | -22.5% | +48.1% | +24.9% |
| 3Y | +93.7% | -1.3% | +95.1% | +69.9% |
| All | +93.9% | -54.5% | +148.4% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling