+1,338.2%
COST vs AMBA
+818.6%
+519.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 3M | +12.7% | -29.0% | +41.6% | +15.1% |
| 6M | +6.0% | -19.2% | +25.2% | +5.9% |
| YTD | +24.4% | -13.0% | +37.4% | +22.8% |
| 1Y | +16.2% | -31.3% | +47.5% | +16.7% |
| 3Y | +96.9% | +28.1% | +68.7% | +81.3% |
| 5Y | +121.1% | -69.4% | +190.6% | +121.4% |
| 10Y | +758.4% | +7.6% | +750.8% | +650.6% |
| All | +1,338.2% | +818.6% | +519.5% | +892.0% |
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 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