+4.3%
CMCSA vs AMBA
+4.2%
+0.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | +4.6% | -2.6% | +7.2% | +4.7% |
| 30D | +19.8% | -10.5% | +30.3% | +20.8% |
| 3M | -0.3% | -26.4% | +26.2% | +2.2% |
| 6M | +0.3% | -20.9% | +21.2% | +0.4% |
| YTD | -6.9% | -14.8% | +7.9% | -8.4% |
| 1Y | +2.6% | -36.1% | +38.7% | +4.0% |
| 3Y | -29.0% | +20.2% | -49.3% | -36.3% |
| 5Y | -42.0% | -67.2% | +25.3% | -42.0% |
| All | +4.3% | +4.2% | +0.1% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling