+227.5%
TSCO vs AMBA
+12.8%
+214.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.3% | -2.4% | +2.3% |
| 7D | +5.9% | 0.0% | +6.0% | +5.8% |
| 30D | +11.0% | -8.6% | +19.6% | +11.8% |
| 3M | +9.0% | -29.0% | +37.9% | +12.7% |
| 6M | +23.9% | -19.2% | +43.1% | +23.6% |
| YTD | -23.7% | -13.0% | -10.8% | -25.2% |
| 1Y | -29.4% | -31.3% | +1.8% | -29.0% |
| 3Y | +1.6% | +28.1% | -26.6% | -10.7% |
| 5Y | -7.1% | -69.4% | +62.3% | -5.9% |
| 10Y | +227.5% | +7.6% | +219.9% | +148.4% |
| All | +227.5% | +12.8% | +214.7% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling