-5.5%
QQQ vs AMBA
-23.1%
+17.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | +0.4% |
| 7D | -5.0% | -7.2% | +2.3% | -3.9% |
| 30D | -13.4% | -10.4% | -3.0% | -12.1% |
| 3M | -8.1% | -30.1% | +22.0% | -3.7% |
| 6M | -5.5% | -22.4% | +16.9% | -4.4% |
| All | -5.5% | -23.1% | +17.6% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling