+63.4%
TSLA vs AMBA
+16.7%
+46.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -1.9% | +2.2% |
| 7D | -10.4% | -7.2% | -3.2% | -8.0% |
| 30D | -5.2% | -10.4% | +5.2% | -1.7% |
| 3M | +12.1% | -30.1% | +42.2% | +25.4% |
| 6M | -10.2% | -22.4% | +12.3% | -7.4% |
| YTD | -20.3% | -17.3% | -3.0% | -21.7% |
| 1Y | -19.7% | -35.4% | +15.7% | -14.2% |
| 3Y | +63.4% | +18.6% | +44.8% | +17.3% |
| All | +63.4% | +16.7% | +46.6% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling