+39.4%
CSCO vs AMBA
-34.9%
+74.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -4.7% | -2.6% | -2.0% | -4.3% |
| 30D | -17.1% | -10.5% | -6.6% | -16.0% |
| 3M | -19.6% | -26.4% | +6.8% | -16.9% |
| 6M | +2.4% | -20.9% | +23.3% | +3.2% |
| YTD | +29.8% | -14.8% | +44.6% | +27.8% |
| All | +39.4% | -34.9% | +74.3% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling