-15.4%
CAG vs AMBA
-24.5%
+9.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.3% |
| 7D | -5.3% | -6.4% | +1.1% | -5.8% |
| 30D | +1.0% | -26.8% | +27.8% | -1.7% |
| 3M | +17.4% | -7.6% | +25.0% | +17.6% |
| 6M | -16.8% | +21.2% | -38.0% | -14.5% |
| YTD | -6.8% | -10.4% | +3.6% | -5.0% |
| 1Y | -15.4% | -24.4% | +9.0% | -13.7% |
| All | -15.4% | -24.5% | +9.1% | -13.7% |
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