-25.7%
AMBA vs CAI
+12.6%
-38.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -1.8% |
| 7D | -8.1% | -6.3% | -1.8% | -7.7% |
| 30D | -10.8% | +9.3% | -20.1% | -11.4% |
| 3M | -25.9% | +106.3% | -132.3% | -28.7% |
| 6M | -13.9% | +77.7% | -91.6% | -16.8% |
| YTD | -14.0% | +23.1% | -37.1% | -19.4% |
| 1Y | -25.7% | +6.5% | -32.2% | -32.0% |
| All | -25.7% | +12.6% | -38.3% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling