+124.5%
COST vs AMBA
-69.7%
+194.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +5.0% | +2.7% | +2.3% | +4.8% |
| 30D | +12.8% | -2.2% | +15.0% | +12.8% |
| 3M | +15.2% | -26.6% | +41.8% | +17.6% |
| 6M | +7.4% | -26.8% | +34.2% | +8.3% |
| YTD | +29.0% | -15.1% | +44.2% | +27.2% |
| 1Y | +20.3% | -32.3% | +52.5% | +21.2% |
| 3Y | +99.0% | +19.8% | +79.2% | +76.4% |
| All | +124.5% | -69.7% | +194.2% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling