+737.9%
ADSK vs AMBA
+831.3%
-93.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -0.8% |
| 7D | -3.7% | +2.6% | -6.3% | -4.4% |
| 30D | +11.3% | -3.6% | +14.9% | +11.7% |
| 3M | +3.3% | -24.6% | +28.0% | +8.4% |
| 6M | +10.1% | -21.6% | +31.8% | +10.1% |
| YTD | -12.2% | -11.8% | -0.4% | -15.8% |
| 1Y | -13.9% | -33.2% | +19.3% | -12.8% |
| 3Y | +23.5% | +24.5% | -1.0% | +1.6% |
| 5Y | -20.0% | -67.7% | +47.6% | -17.5% |
| 10Y | +252.3% | +4.7% | +247.5% | +164.4% |
| All | +737.9% | +831.3% | -93.4% | +373.7% |
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