-8.3%
CAG vs AMBA
-32.6%
+24.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.0% |
| 7D | -1.8% | +2.6% | -4.3% | -1.4% |
| 30D | +9.7% | -3.6% | +13.2% | +9.6% |
| 3M | +0.5% | -24.6% | +25.1% | -1.5% |
| 6M | +8.9% | -21.6% | +30.5% | +9.0% |
| YTD | -8.4% | -11.8% | +3.4% | -5.8% |
| 1Y | -8.3% | -33.2% | +24.9% | -5.4% |
| All | -8.3% | -32.6% | +24.2% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling