+442.0%
CAH vs AMBA
-0.9%
+442.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.1% | -4.7% | +1.0% |
| 7D | +8.5% | -7.2% | +15.7% | +9.0% |
| 30D | +17.0% | -10.4% | +27.4% | +17.7% |
| 3M | +14.6% | -30.1% | +44.7% | +17.1% |
| 6M | +42.5% | -22.4% | +65.0% | +42.9% |
| YTD | +33.5% | -17.3% | +50.8% | +32.4% |
| 1Y | +38.5% | -35.4% | +73.9% | +39.9% |
| 3Y | +179.0% | +18.6% | +160.4% | +156.6% |
| 5Y | +507.2% | -69.8% | +577.0% | +519.4% |
| All | +442.0% | -0.9% | +442.9% | +309.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling