+1,074.2%
SONY vs AMBA
+837.3%
+236.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -1.2% | -11.0% | +9.8% | +0.5% |
| 30D | +9.4% | -23.2% | +32.6% | +13.7% |
| 3M | +10.5% | -12.7% | +23.2% | +10.5% |
| 6M | +11.7% | +11.2% | +0.5% | +6.5% |
| YTD | -4.1% | -11.2% | +7.2% | -5.7% |
| 1Y | -11.8% | -22.5% | +10.8% | -12.2% |
| 3Y | +45.9% | -1.3% | +47.2% | +34.1% |
| 5Y | +16.3% | -54.2% | +70.5% | +13.1% |
| 10Y | +297.6% | -6.1% | +303.7% | +224.5% |
| All | +1,074.2% | +837.3% | +236.9% | +646.7% |
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