+94.7%
CSCO vs AMBA
+17.1%
+77.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -2.8% |
| 7D | -10.2% | -7.2% | -3.0% | -9.3% |
| 30D | -20.1% | -10.4% | -9.7% | -18.9% |
| 3M | -22.1% | -30.1% | +8.1% | -18.5% |
| 6M | +3.2% | -22.4% | +25.6% | +4.5% |
| YTD | +24.1% | -17.3% | +41.4% | +23.6% |
| 1Y | +34.6% | -35.4% | +69.9% | +37.9% |
| All | +94.7% | +17.1% | +77.6% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling