+10.7%
AMBA vs CAI
-6.6%
+17.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.1% | +9.2% | +6.5% |
| 7D | -7.2% | -26.5% | +19.3% | -3.6% |
| 30D | -10.4% | -6.9% | -3.5% | -9.1% |
| 3M | -30.1% | +26.1% | -56.3% | -31.4% |
| 6M | -22.4% | +31.9% | -54.3% | -24.6% |
| YTD | -17.3% | -6.5% | -10.9% | -16.8% |
| 1Y | -35.4% | +2.5% | -37.9% | -35.9% |
| All | +10.7% | -6.6% | +17.3% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling