+17.4%
CAG vs AMBA
+772.6%
-755.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.9% | -1.8% |
| 7D | +5.8% | -7.2% | +13.1% | +5.9% |
| 30D | +16.4% | -10.4% | +26.7% | +16.5% |
| 3M | +3.8% | -30.1% | +33.9% | +4.5% |
| 6M | +10.8% | -22.4% | +33.3% | +10.8% |
| YTD | -5.8% | -17.3% | +11.5% | -6.2% |
| 1Y | -2.4% | -35.4% | +33.0% | -2.1% |
| 3Y | -33.4% | +18.6% | -52.1% | -35.7% |
| 5Y | -39.4% | -69.8% | +30.4% | -39.2% |
| 10Y | -37.5% | +1.1% | -38.6% | -43.8% |
| All | +17.4% | +772.6% | -755.1% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling