-24.2%
ADSK vs AMBA
-54.5%
+30.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.8% | -7.5% | -8.1% |
| 7D | -16.4% | -11.0% | -5.4% | -14.2% |
| 30D | -9.2% | -23.2% | +13.9% | -3.9% |
| 3M | -6.7% | -12.7% | +6.0% | -7.5% |
| 6M | -15.5% | +11.2% | -26.7% | -22.8% |
| YTD | -26.4% | -11.2% | -15.2% | -29.5% |
| 1Y | -31.9% | -22.5% | -9.4% | -33.7% |
| 3Y | -1.0% | -1.3% | +0.4% | -17.5% |
| All | -24.2% | -54.5% | +30.3% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling