+146.6%
CVS vs AMBA
+722.2%
-575.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.4% | +11.2% | +2.3% |
| 7D | -10.0% | -14.6% | +4.6% | -9.1% |
| 30D | -5.2% | -18.8% | +13.6% | -4.2% |
| 3M | -17.4% | -32.6% | +15.2% | -15.6% |
| 6M | +2.1% | -25.8% | +28.0% | +2.7% |
| YTD | +5.6% | -22.1% | +27.7% | +5.4% |
| 1Y | +6.7% | -36.2% | +42.9% | +7.7% |
| 3Y | +29.6% | +10.0% | +19.6% | +22.9% |
| 5Y | +2.5% | -71.6% | +74.1% | +3.3% |
| 10Y | +34.8% | -4.7% | +39.6% | +17.9% |
| All | +146.6% | +722.2% | -575.6% | +88.5% |
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