+244.8%
SOXX vs AMBA
-53.9%
+298.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -2.2% |
| 7D | +3.0% | +7.1% | -4.1% | +0.1% |
| 30D | -3.1% | -18.1% | +15.0% | +4.6% |
| 3M | -4.4% | +8.4% | -12.8% | -10.1% |
| 6M | +52.9% | +25.7% | +27.2% | +33.0% |
| YTD | +72.0% | -4.2% | +76.2% | +64.5% |
| 1Y | +105.1% | -18.7% | +123.8% | +105.0% |
| 3Y | +220.6% | +13.3% | +207.3% | +157.9% |
| 5Y | +244.8% | -54.2% | +299.0% | +236.5% |
| All | +244.8% | -53.9% | +298.7% | +236.5% |
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