+122.5%
CMCSA vs AMBA
+837.3%
-714.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.1% | -11.0% | +8.9% | -1.1% |
| 30D | +7.0% | -23.2% | +30.2% | +9.5% |
| 3M | +15.1% | -12.7% | +27.8% | +15.1% |
| 6M | -15.4% | +11.2% | -26.6% | -18.0% |
| YTD | -1.9% | -11.2% | +9.3% | -3.2% |
| 1Y | -12.7% | -22.5% | +9.8% | -13.3% |
| 3Y | -31.0% | -1.3% | -29.7% | -35.4% |
| 5Y | -46.1% | -54.2% | +8.1% | -48.0% |
| 10Y | +10.8% | -6.1% | +17.0% | -7.2% |
| All | +122.5% | +837.3% | -714.8% | +42.5% |
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