+28.4%
CBOE vs AMBA
-20.7%
+49.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -3.6% | -11.0% | +7.3% | -3.7% |
| 30D | +5.1% | -23.2% | +28.2% | +4.9% |
| 3M | +4.6% | -12.7% | +17.3% | +4.6% |
| 6M | -0.3% | +11.2% | -11.5% | +2.5% |
| YTD | +19.8% | -11.2% | +31.0% | +21.3% |
| 1Y | +28.4% | -22.5% | +50.9% | +30.0% |
| All | +28.4% | -20.7% | +49.0% | +30.0% |
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