+126.1%
CVX vs AMBA
-69.1%
+195.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -6.2% | -2.6% | -3.6% | -6.1% |
| 30D | -0.4% | -10.5% | +10.1% | +0.1% |
| 3M | +9.3% | -26.4% | +35.7% | +10.7% |
| 6M | +18.4% | -20.9% | +39.3% | +18.3% |
| YTD | +42.5% | -14.8% | +57.3% | +41.1% |
| 1Y | +41.0% | -36.1% | +77.1% | +42.5% |
| 3Y | +67.5% | +20.2% | +47.3% | +56.4% |
| 5Y | +126.1% | -67.2% | +193.3% | +108.7% |
| All | +126.1% | -69.1% | +195.3% | +108.7% |
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