+3.2%
CMCSA vs AMBA
+0.6%
+2.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | -0.6% | +10.7% | -11.3% | -1.6% |
| 30D | +18.8% | -5.0% | +23.8% | +19.1% |
| 3M | -1.1% | -26.9% | +25.8% | +1.4% |
| 6M | +2.5% | -21.9% | +24.4% | +2.8% |
| YTD | -6.7% | -13.8% | +7.1% | -8.3% |
| 1Y | 0.0% | -36.1% | +36.0% | +1.4% |
| 3Y | -28.9% | +21.6% | -50.5% | -36.2% |
| 5Y | -41.1% | -68.8% | +27.6% | -40.7% |
| All | +3.2% | +0.6% | +2.6% | -21.4% |
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 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