+26.5%
CBOE vs AMBA
-17.3%
+43.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.4% | -8.9% | -0.4% |
| 7D | -0.8% | +2.5% | -3.2% | -0.7% |
| 30D | +2.7% | -16.1% | +18.8% | +2.6% |
| 3M | +0.7% | +4.6% | -3.9% | +1.1% |
| 6M | -2.0% | +29.2% | -31.2% | +1.2% |
| YTD | +17.1% | -2.9% | +20.0% | +18.8% |
| 1Y | +26.5% | -18.7% | +45.2% | +28.1% |
| All | +26.5% | -17.3% | +43.8% | +28.1% |
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