+130.6%
CAPR vs AMBA
-72.1%
+202.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.4% | +5.9% | -2.7% |
| 7D | +29.7% | -14.6% | +44.3% | +31.7% |
| 30D | +11.0% | -18.8% | +29.8% | +13.1% |
| 3M | +118.8% | -32.6% | +151.4% | +126.8% |
| 6M | -73.9% | -25.8% | -48.1% | -73.9% |
| YTD | -70.2% | -22.1% | -48.1% | -70.7% |
| 1Y | +38.3% | -36.2% | +74.5% | +38.6% |
| 3Y | +199.7% | +10.0% | +189.7% | +164.5% |
| 5Y | +130.6% | -71.6% | +202.1% | +115.0% |
| All | +130.6% | -72.1% | +202.6% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling