+758.4%
COST vs AMBA
+12.8%
+745.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.1% | +0.8% |
| 7D | +2.5% | 0.0% | +2.5% | +2.4% |
| 30D | +12.8% | -8.6% | +21.3% | +13.4% |
| 3M | +12.7% | -29.0% | +41.6% | +15.6% |
| 6M | +6.0% | -19.2% | +25.2% | +5.8% |
| YTD | +24.4% | -13.0% | +37.4% | +22.4% |
| 1Y | +16.2% | -31.3% | +47.5% | +16.8% |
| 3Y | +96.9% | +28.1% | +68.7% | +76.9% |
| 5Y | +121.1% | -69.4% | +190.6% | +122.0% |
| 10Y | +758.4% | +7.6% | +750.8% | +594.0% |
| All | +758.4% | +12.8% | +745.6% | +594.0% |
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