+43.3%
CAPR vs AMBA
-32.7%
+76.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.1% | -1.5% | +5.8% |
| 7D | +41.1% | -7.2% | +48.3% | +39.1% |
| 30D | +11.1% | -10.4% | +21.5% | +9.0% |
| 3M | +115.3% | -30.1% | +145.4% | +101.4% |
| 6M | -73.8% | -22.4% | -51.4% | -73.6% |
| YTD | -68.8% | -17.3% | -51.5% | -68.0% |
| 1Y | +43.3% | -35.4% | +78.7% | +19.0% |
| All | +43.3% | -32.7% | +76.0% | +19.0% |
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