+12.3%
CVS vs AMBA
-66.8%
+79.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -3.0% | +0.4% |
| 7D | +12.0% | +2.6% | +9.4% | +11.8% |
| 30D | +2.8% | -3.6% | +6.3% | +2.8% |
| 3M | -3.6% | -24.6% | +21.0% | -2.6% |
| 6M | -1.6% | -21.6% | +20.0% | -1.5% |
| YTD | +16.3% | -11.8% | +28.1% | +15.4% |
| 1Y | +15.5% | -33.2% | +48.7% | +16.2% |
| 3Y | +48.1% | +24.5% | +23.6% | +40.1% |
| 5Y | +12.3% | -67.7% | +80.0% | +6.4% |
| All | +12.3% | -66.8% | +79.1% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling