+690.9%
CSCO vs AMBA
+722.2%
-31.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.4% | +1.8% | -6.3% |
| 7D | -11.9% | -14.6% | +2.7% | -9.8% |
| 30D | -18.8% | -18.8% | 0.0% | -16.4% |
| 3M | -21.2% | -32.6% | +11.4% | -16.9% |
| 6M | +1.9% | -25.8% | +27.7% | +4.1% |
| YTD | +26.1% | -22.1% | +48.2% | +26.9% |
| 1Y | +34.7% | -36.2% | +70.9% | +38.8% |
| 3Y | +94.0% | +10.0% | +84.1% | +77.0% |
| 5Y | +91.6% | -71.6% | +163.2% | +99.5% |
| 10Y | +323.2% | -4.7% | +327.9% | +240.1% |
| All | +690.9% | +722.2% | -31.3% | +398.0% |
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