-9.8%
SOXX vs AMBA
-22.3%
+12.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.7% |
| 7D | +17.5% | +10.7% | +6.8% | +13.0% |
| 30D | -14.5% | -5.0% | -9.5% | -12.6% |
| 3M | -14.9% | -26.9% | +12.0% | -5.1% |
| 6M | -9.8% | -21.9% | +12.1% | -4.8% |
| All | -9.8% | -22.3% | +12.5% | -4.8% |
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