-20.5%
ADSK vs AMBA
-71.3%
+50.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.1% | -8.9% | -4.1% |
| 7D | +4.9% | -7.2% | +12.1% | +6.3% |
| 30D | +11.3% | -10.4% | +21.7% | +13.4% |
| 3M | +7.9% | -30.1% | +38.1% | +15.4% |
| 6M | +7.7% | -22.4% | +30.1% | +7.3% |
| YTD | -11.6% | -17.3% | +5.8% | -14.9% |
| 1Y | -11.2% | -35.4% | +24.2% | -9.5% |
| 3Y | +29.6% | +18.6% | +11.0% | -0.9% |
| All | -20.5% | -71.3% | +50.7% | -20.4% |
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 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