+77.2%
CAPR vs AMBA
-33.2%
+110.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.3% | +4.2% | +10.3% |
| 7D | +36.0% | 0.0% | +36.1% | +35.8% |
| 30D | +25.8% | -8.6% | +34.4% | +23.7% |
| 3M | +140.8% | -29.0% | +169.8% | +125.7% |
| 6M | -67.6% | -19.2% | -48.4% | -67.2% |
| YTD | -65.9% | -13.0% | -52.9% | -64.4% |
| All | +77.2% | -33.2% | +110.4% | +44.4% |
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