+189.6%
SOXX vs AMBA
+23.6%
+166.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.7% |
| 7D | +17.5% | +10.7% | +6.8% | +12.9% |
| 30D | -14.5% | -5.0% | -9.5% | -12.4% |
| 3M | -14.9% | -26.9% | +12.0% | -3.9% |
| 6M | -9.8% | -21.9% | +12.1% | -5.0% |
| YTD | +54.7% | -13.8% | +68.5% | +53.8% |
| 1Y | +55.7% | -36.1% | +91.7% | +72.3% |
| All | +189.6% | +23.6% | +166.0% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling