+371.3%
TECH vs AMBA
+722.2%
-351.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.4% | +9.3% | +1.5% |
| 7D | -0.1% | -14.6% | +14.5% | +2.6% |
| 30D | +0.3% | -18.8% | +19.1% | +3.6% |
| 3M | +1.0% | -32.6% | +33.6% | +7.3% |
| 6M | +28.6% | -25.8% | +54.4% | +30.1% |
| YTD | +24.1% | -22.1% | +46.2% | +23.4% |
| 1Y | +21.9% | -36.2% | +58.1% | +25.0% |
| 3Y | +25.7% | +10.0% | +15.7% | +12.4% |
| 5Y | -40.2% | -71.6% | +31.3% | -37.7% |
| 10Y | +210.1% | -4.7% | +214.8% | +158.2% |
| All | +371.3% | +722.2% | -351.0% | +187.8% |
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