-39.7%
CAG vs AMBA
-54.5%
+14.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -3.8% | -11.0% | +7.2% | -4.0% |
| 30D | +3.1% | -23.2% | +26.3% | +2.6% |
| 3M | +23.5% | -12.7% | +36.2% | +23.4% |
| 6M | -14.8% | +11.2% | -26.1% | -14.7% |
| YTD | -5.4% | -11.2% | +5.8% | -5.3% |
| 1Y | -11.8% | -22.5% | +10.7% | -11.7% |
| 3Y | -36.7% | -1.3% | -35.3% | -37.0% |
| All | -39.7% | -54.5% | +14.8% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling