+209.1%
ADSK vs AMBA
+2.6%
+206.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.4% | -11.0% | -4.7% |
| 7D | -14.5% | +2.5% | -17.0% | -15.2% |
| 30D | -19.3% | -16.1% | -3.2% | -16.0% |
| 3M | -7.8% | +4.6% | -12.4% | -12.5% |
| 6M | -20.8% | +29.2% | -49.9% | -30.5% |
| YTD | -30.2% | -2.9% | -27.3% | -34.7% |
| 1Y | -36.5% | -18.7% | -17.7% | -38.9% |
| 3Y | -5.7% | +14.9% | -20.6% | -24.0% |
| 5Y | -28.2% | -53.0% | +24.8% | -32.0% |
| 10Y | +209.1% | +8.3% | +200.8% | +93.3% |
| All | +209.1% | +2.6% | +206.5% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling