+385.1%
CBOE vs AMBA
-5.3%
+390.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | -4.6% | -6.4% | +1.8% | -4.4% |
| 30D | +2.6% | -26.8% | +29.5% | +4.0% |
| 3M | +4.9% | -7.6% | +12.6% | +4.8% |
| 6M | -2.2% | +21.2% | -23.4% | -3.6% |
| YTD | +17.7% | -10.4% | +28.1% | +17.2% |
| 1Y | +26.1% | -24.4% | +50.5% | +26.1% |
| 3Y | +97.1% | +6.0% | +91.1% | +89.3% |
| 5Y | +149.2% | -53.9% | +203.1% | +146.5% |
| 10Y | +385.1% | -6.2% | +391.2% | +306.2% |
| All | +385.1% | -5.3% | +390.3% | +306.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling