+763.9%
CAH vs AMBA
+837.3%
-73.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +5.4% | -11.0% | +16.3% | +6.3% |
| 30D | +3.3% | -23.2% | +26.5% | +5.3% |
| 3M | +22.8% | -12.7% | +35.5% | +22.8% |
| 6M | +11.3% | +11.2% | +0.1% | +8.5% |
| YTD | +21.1% | -11.2% | +32.4% | +19.9% |
| 1Y | +67.2% | -22.5% | +89.8% | +66.4% |
| 3Y | +195.6% | -1.3% | +196.9% | +179.4% |
| 5Y | +413.8% | -54.2% | +468.0% | +398.2% |
| 10Y | +309.6% | -6.1% | +315.7% | +240.2% |
| All | +763.9% | +837.3% | -73.4% | +514.1% |
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