+229.9%
CVX vs AMBA
+837.3%
-607.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +3.3% | -11.0% | +14.3% | +4.5% |
| 30D | +12.9% | -23.2% | +36.0% | +15.7% |
| 3M | +11.7% | -12.7% | +24.4% | +11.6% |
| 6M | +14.1% | +11.2% | +2.9% | +10.1% |
| YTD | +40.7% | -11.2% | +51.9% | +38.5% |
| 1Y | +37.5% | -22.5% | +60.0% | +36.3% |
| 3Y | +43.9% | -1.3% | +45.3% | +34.0% |
| 5Y | +161.5% | -54.2% | +215.6% | +150.6% |
| 10Y | +215.1% | -6.1% | +221.2% | +155.9% |
| All | +229.9% | +837.3% | -607.4% | +114.8% |
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