+602.0%
COST vs AMBA
-5.3%
+607.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -3.2% | -6.4% | +3.2% | -2.6% |
| 30D | -4.0% | -26.8% | +22.9% | -1.4% |
| 3M | -6.5% | -7.6% | +1.1% | -7.0% |
| 6M | -8.5% | +21.2% | -29.7% | -12.2% |
| YTD | +6.0% | -10.4% | +16.4% | +4.5% |
| 1Y | -5.8% | -24.4% | +18.6% | -6.3% |
| 3Y | +71.8% | +6.0% | +65.8% | +58.6% |
| 5Y | +106.2% | -53.9% | +160.1% | +99.2% |
| 10Y | +602.0% | -6.2% | +608.2% | +475.8% |
| All | +602.0% | -5.3% | +607.3% | +475.8% |
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