+236.2%
CVX vs AMBA
+772.6%
-536.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -0.7% |
| 7D | -9.7% | -7.2% | -2.5% | -9.1% |
| 30D | +3.6% | -10.4% | +14.0% | +4.6% |
| 3M | +13.3% | -30.1% | +43.5% | +16.8% |
| 6M | +16.9% | -22.4% | +39.3% | +17.2% |
| YTD | +43.4% | -17.3% | +60.7% | +41.7% |
| 1Y | +44.5% | -35.4% | +79.9% | +46.1% |
| 3Y | +64.0% | +18.6% | +45.3% | +49.0% |
| 5Y | +126.4% | -69.8% | +196.2% | +128.9% |
| 10Y | +209.4% | +1.1% | +208.3% | +149.6% |
| All | +236.2% | +772.6% | -536.3% | +119.8% |
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