-42.4%
TECH vs AMBA
-54.5%
+12.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | +0.1% | -11.0% | +11.1% | +2.6% |
| 30D | +0.7% | -23.2% | +23.9% | +6.4% |
| 3M | +36.3% | -12.7% | +49.1% | +36.4% |
| 6M | +25.6% | +11.2% | +14.4% | +15.6% |
| YTD | +23.7% | -11.2% | +34.9% | +19.3% |
| 1Y | +37.6% | -22.5% | +60.2% | +35.4% |
| 3Y | -6.6% | -1.3% | -5.3% | -19.1% |
| All | -42.4% | -54.5% | +12.2% | -48.1% |
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