+20.1%
AMBA vs CAI
-8.1%
+28.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | -26.8% | +9.1% | -36.0% | -27.6% |
| 3M | -7.6% | +53.8% | -61.4% | -12.1% |
| 6M | +21.2% | +33.5% | -12.3% | +16.3% |
| YTD | -10.4% | -8.0% | -2.4% | -10.3% |
| 1Y | -24.4% | -28.7% | +4.3% | -21.0% |
| All | +20.1% | -8.1% | +28.1% | +16.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling