+77.5%
QQQ vs AMBA
-69.7%
+147.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +3.6% | +2.7% | +0.9% | +3.0% |
| 30D | -6.7% | -2.2% | -4.5% | -6.3% |
| 3M | -7.0% | -26.6% | +19.6% | -0.9% |
| 6M | -4.7% | -26.8% | +22.1% | -1.6% |
| YTD | +11.1% | -15.1% | +26.2% | +9.2% |
| 1Y | +12.3% | -32.3% | +44.5% | +15.7% |
| 3Y | +83.3% | +19.8% | +63.5% | +51.6% |
| All | +77.5% | -69.7% | +147.2% | +78.6% |
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