+18.3%
CVS vs AMBA
-34.6%
+53.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +4.4% |
| 7D | -2.6% | -2.6% | 0.0% | -2.7% |
| 30D | +4.0% | -10.5% | +14.5% | +3.8% |
| 3M | -6.3% | -26.4% | +20.1% | -6.7% |
| 6M | -0.4% | -20.9% | +20.5% | -0.4% |
| YTD | +15.6% | -14.8% | +30.4% | +15.9% |
| 1Y | +18.3% | -36.1% | +54.4% | +18.6% |
| All | +18.3% | -34.6% | +53.0% | +18.6% |
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