+3,528.9%
SOXX vs AMBA
+837.3%
+2,691.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +2.2% | -11.0% | +13.2% | +5.9% |
| 30D | -2.0% | -23.2% | +21.1% | +6.1% |
| 3M | -13.7% | -12.7% | -1.0% | -11.5% |
| 6M | +52.4% | +11.2% | +41.2% | +43.5% |
| YTD | +72.8% | -11.2% | +84.0% | +72.6% |
| 1Y | +113.9% | -22.5% | +136.4% | +119.5% |
| 3Y | +210.7% | -1.3% | +212.1% | +183.2% |
| 5Y | +244.6% | -54.2% | +298.8% | +259.9% |
| 10Y | +1,468.0% | -6.1% | +1,474.2% | +1,149.2% |
| All | +3,528.9% | +837.3% | +2,691.6% | +1,913.8% |
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 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