+1,133.4%
COST vs AMBA
+837.3%
+296.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | -3.1% | -11.0% | +7.8% | -2.3% |
| 30D | -2.8% | -23.2% | +20.4% | -0.9% |
| 3M | -5.7% | -12.7% | +7.0% | -5.7% |
| 6M | -8.8% | +11.2% | -20.0% | -11.1% |
| YTD | +6.7% | -11.2% | +17.9% | +5.5% |
| 1Y | -3.6% | -22.5% | +18.9% | -4.2% |
| 3Y | +75.1% | -1.3% | +76.4% | +65.5% |
| 5Y | +108.9% | -54.2% | +163.1% | +103.6% |
| 10Y | +586.2% | -6.1% | +592.3% | +504.8% |
| All | +1,133.4% | +837.3% | +296.1% | +752.2% |
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