-74.9%
CAPR vs AMBA
-7.1%
-67.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -2.0% | -11.0% | +9.0% | +0.2% |
| 30D | +139.2% | -23.2% | +162.4% | +151.0% |
| 3M | -66.4% | -12.7% | -53.7% | -66.6% |
| 6M | -63.1% | +11.2% | -74.3% | -65.8% |
| YTD | -67.4% | -11.2% | -56.2% | -68.6% |
| 1Y | +58.2% | -22.5% | +80.8% | +52.9% |
| 3Y | +42.2% | -1.3% | +43.5% | +23.6% |
| 5Y | +87.3% | -54.2% | +141.4% | +71.0% |
| All | -74.9% | -7.1% | -67.9% | -84.7% |
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