+528.6%
CBOE vs AMBA
-0.9%
+529.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.1% | -0.2% |
| 7D | +5.3% | -7.2% | +12.5% | +5.6% |
| 30D | +25.5% | -10.4% | +35.8% | +25.9% |
| 3M | +22.5% | -30.1% | +52.6% | +24.1% |
| 6M | +2.6% | -22.4% | +25.0% | +2.9% |
| YTD | +41.8% | -17.3% | +59.1% | +41.4% |
| 1Y | +40.9% | -35.4% | +76.3% | +41.9% |
| 3Y | +108.7% | +18.6% | +90.1% | +97.6% |
| 5Y | +181.4% | -69.8% | +251.2% | +189.5% |
| All | +528.6% | -0.9% | +529.4% | +424.7% |
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