+31.9%
CVS vs AMBA
-54.5%
+86.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +4.0% | -11.0% | +14.9% | +4.5% |
| 30D | -2.4% | -23.2% | +20.8% | -1.3% |
| 3M | +2.7% | -12.7% | +15.4% | +2.6% |
| 6M | +21.9% | +11.2% | +10.7% | +19.9% |
| YTD | +24.7% | -11.2% | +36.0% | +23.9% |
| 1Y | +35.4% | -22.5% | +58.0% | +35.0% |
| 3Y | +65.2% | -1.3% | +66.5% | +58.2% |
| All | +31.9% | -54.5% | +86.4% | +23.4% |
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