Look's good! We've maximized Sharpe ratio for your portfolio, you'll get the best performance with:

AMBA 57.72%
FB 0%
TSLA 42.28%

For example, you should buy 23 AMBA , 0 FB , and 3 TSLA stocks.

* Please note, stocks with unsufficient performance or high volatility have less weight or even zero-weight in portfolio optimization by Sharpe ratio.

Wonder how balanced portfolio beats average one?

If you had invested $1000 on 2020-12-01 you could have earned today

$859
vs
$1408
86%
141%

1-year performance comparison table

Equalweight Portfolio Optimized Portfolio
Expected Return 97.11% 167.51%
Risks (Volatility) 61% 0.46%
Sharpe Ratio 1.2 309.12
1-Year Performance 86% 141%

Rebalance more or check out rebalancing history.