+306.4%
CSCO vs AMBA
-0.9%
+307.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -3.0% |
| 7D | -10.2% | -7.2% | -3.0% | -9.1% |
| 30D | -20.1% | -10.4% | -9.7% | -18.7% |
| 3M | -22.1% | -30.1% | +8.1% | -17.7% |
| 6M | +3.2% | -22.4% | +25.6% | +4.8% |
| YTD | +24.1% | -17.3% | +41.4% | +23.5% |
| 1Y | +34.6% | -35.4% | +69.9% | +38.7% |
| 3Y | +90.0% | +18.6% | +71.4% | +67.5% |
| 5Y | +88.6% | -69.8% | +158.4% | +96.0% |
| All | +306.4% | -0.9% | +307.3% | +182.5% |
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