+144.6%
CAPR vs AMBA
-70.4%
+215.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.1% | -1.5% | +4.0% |
| 7D | +41.1% | -7.2% | +48.3% | +42.0% |
| 30D | +11.1% | -10.4% | +21.5% | +12.1% |
| 3M | +115.3% | -30.1% | +145.4% | +122.4% |
| 6M | -73.8% | -22.4% | -51.4% | -73.9% |
| YTD | -68.8% | -17.3% | -51.5% | -69.5% |
| 1Y | +43.3% | -35.4% | +78.7% | +44.2% |
| 3Y | +214.7% | +18.6% | +196.1% | +175.5% |
| All | +144.6% | -70.4% | +215.0% | +127.2% |
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