+35.4%
CVS vs AMBA
-20.7%
+56.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +4.0% | -11.0% | +14.9% | +3.8% |
| 30D | -2.4% | -23.2% | +20.8% | -2.7% |
| 3M | +2.7% | -12.7% | +15.4% | +2.4% |
| 6M | +21.9% | +11.2% | +10.7% | +22.4% |
| YTD | +24.7% | -11.2% | +36.0% | +25.0% |
| 1Y | +35.4% | -22.5% | +58.0% | +35.1% |
| All | +35.4% | -20.7% | +56.1% | +35.1% |
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 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