-14.0%
ADSK vs AMBA
-35.5%
+21.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.3% |
| 7D | -3.6% | +10.7% | -14.3% | -3.3% |
| 30D | +12.6% | -5.0% | +17.6% | +12.5% |
| 3M | +4.0% | -26.9% | +30.9% | +3.4% |
| 6M | +10.5% | -21.9% | +32.4% | +11.1% |
| YTD | -12.3% | -13.8% | +1.5% | -13.7% |
| 1Y | -14.0% | -36.1% | +22.1% | -16.1% |
| All | -14.0% | -35.5% | +21.5% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling