+304.8%
CSCO vs AMBA
-0.9%
+305.7%
-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 | -22.4% | -30.1% | +7.8% | -18.0% |
| 6M | +2.8% | -22.4% | +25.2% | +4.4% |
| YTD | +23.6% | -17.3% | +41.0% | +23.1% |
| 1Y | +34.0% | -35.4% | +69.4% | +38.2% |
| 3Y | +89.3% | +18.6% | +70.6% | +66.9% |
| 5Y | +87.9% | -69.8% | +157.7% | +95.2% |
| All | +304.8% | -0.9% | +305.7% | +181.4% |
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