-36.0%
CAG vs AMBA
+21.7%
-57.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.1% |
| 7D | -3.3% | +2.7% | -6.0% | -3.2% |
| 30D | +7.7% | -2.2% | +9.8% | +7.7% |
| 3M | -3.2% | -26.6% | +23.5% | -4.4% |
| 6M | +7.0% | -26.8% | +33.7% | +6.6% |
| YTD | -9.0% | -15.1% | +6.2% | -8.6% |
| 1Y | -9.6% | -32.3% | +22.7% | -9.5% |
| 3Y | -36.0% | +19.8% | -55.8% | -37.0% |
| All | -36.0% | +21.7% | -57.7% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling