+47.2%
CAPR vs AMBA
-25.6%
+72.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.7% | +10.0% | +7.9% |
| 7D | +43.2% | -8.1% | +51.3% | +41.0% |
| 30D | +14.7% | -10.8% | +25.4% | +12.5% |
| 3M | +113.9% | -25.9% | +139.8% | +102.6% |
| 6M | -73.4% | -13.9% | -59.5% | -72.3% |
| YTD | -69.1% | -14.0% | -55.1% | -68.1% |
| 1Y | +47.2% | -25.7% | +72.9% | +37.3% |
| All | +47.2% | -25.6% | +72.8% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling