-36.5%
ADSK vs AMBA
-17.3%
-19.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.4% | -11.0% | -2.6% |
| 7D | -14.5% | +2.5% | -17.0% | -14.5% |
| 30D | -19.3% | -16.1% | -3.2% | -19.4% |
| 3M | -7.8% | +4.6% | -12.4% | -8.5% |
| 6M | -20.8% | +29.2% | -49.9% | -22.2% |
| YTD | -30.2% | -2.9% | -27.3% | -31.2% |
| 1Y | -36.5% | -18.7% | -17.7% | -37.4% |
| All | -36.5% | -17.3% | -19.2% | -37.4% |
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