-31.0%
CMCSA vs AMBA
+16.7%
-47.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.4% | -2.4% |
| 7D | +5.0% | -7.2% | +12.3% | +5.2% |
| 30D | +16.5% | -10.4% | +26.9% | +16.7% |
| 3M | -1.6% | -30.1% | +28.5% | -0.6% |
| 6M | -5.0% | -22.4% | +17.4% | -5.1% |
| YTD | -8.3% | -17.3% | +9.1% | -8.8% |
| 1Y | +0.4% | -35.4% | +35.8% | +1.6% |
| 3Y | -31.0% | +18.6% | -49.6% | -40.1% |
| All | -31.0% | +16.7% | -47.7% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling