+18.2%
AMBA vs CAI
-9.3%
+27.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +2.6% | -26.3% | +28.9% | +6.6% |
| 30D | -3.6% | -17.5% | +13.9% | -1.0% |
| 3M | -24.6% | +5.8% | -30.4% | -24.5% |
| 6M | -21.6% | +53.6% | -75.3% | -25.1% |
| YTD | -11.8% | -9.2% | -2.6% | -10.9% |
| 1Y | -33.2% | -2.7% | -30.5% | -33.2% |
| All | +18.2% | -9.3% | +27.5% | +16.0% |
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 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