-82.2%
CAPR vs AMBA
+807.9%
-890.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.7% | +10.0% | +8.5% |
| 7D | +43.2% | -8.1% | +51.3% | +44.7% |
| 30D | +14.7% | -10.8% | +25.4% | +16.1% |
| 3M | +113.9% | -25.9% | +139.8% | +121.5% |
| 6M | -73.4% | -13.9% | -59.5% | -73.8% |
| YTD | -69.1% | -14.0% | -55.1% | -69.9% |
| 1Y | +47.2% | -25.7% | +72.9% | +44.7% |
| 3Y | +210.8% | +21.5% | +189.4% | +174.2% |
| 5Y | +134.1% | -68.9% | +203.1% | +135.8% |
| 10Y | -67.3% | +5.2% | -72.5% | -74.5% |
| All | -82.2% | +807.9% | -890.1% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling