+1,003.6%
QQQ vs AMBA
+772.6%
+231.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | +0.3% |
| 7D | -5.0% | -7.2% | +2.3% | -3.6% |
| 30D | -13.4% | -10.4% | -3.0% | -11.7% |
| 3M | -8.1% | -30.1% | +22.0% | -2.2% |
| 6M | -5.5% | -22.4% | +16.9% | -3.9% |
| YTD | +7.2% | -17.3% | +24.5% | +6.6% |
| 1Y | +7.8% | -35.4% | +43.2% | +11.6% |
| 3Y | +80.7% | +18.6% | +62.1% | +59.1% |
| 5Y | +69.6% | -69.8% | +139.4% | +78.0% |
| 10Y | +517.8% | +1.1% | +516.7% | +395.4% |
| All | +1,003.6% | +772.6% | +231.0% | +590.2% |
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