+802.3%
CSCO vs AMBA
+837.3%
-34.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -0.7% | -11.0% | +10.3% | +1.0% |
| 30D | -10.1% | -23.2% | +13.0% | -6.8% |
| 3M | -15.7% | -12.7% | -3.0% | -15.1% |
| 6M | +36.3% | +11.2% | +25.1% | +31.3% |
| YTD | +43.8% | -11.2% | +55.1% | +42.2% |
| 1Y | +63.9% | -22.5% | +86.5% | +63.8% |
| 3Y | +104.4% | -1.3% | +105.7% | +89.4% |
| 5Y | +111.4% | -54.2% | +165.5% | +105.2% |
| 10Y | +361.7% | -6.1% | +367.8% | +269.4% |
| All | +802.3% | +837.3% | -34.9% | +458.4% |
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 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