+748.7%
ADSK vs AMBA
+818.6%
-69.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | -0.4% |
| 7D | +2.1% | 0.0% | +2.2% | +1.9% |
| 30D | +11.9% | -8.6% | +20.5% | +13.5% |
| 3M | +5.7% | -29.0% | +34.7% | +12.2% |
| 6M | +7.7% | -19.2% | +26.9% | +6.8% |
| YTD | -11.0% | -13.0% | +2.0% | -14.5% |
| 1Y | -11.4% | -31.3% | +19.9% | -10.9% |
| 3Y | +28.7% | +28.1% | +0.5% | +5.1% |
| 5Y | -20.1% | -69.4% | +49.4% | -16.6% |
| 10Y | +262.6% | +7.6% | +255.0% | +171.6% |
| All | +748.7% | +818.6% | -69.9% | +381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling