+1,123.1%
CBOE vs AMBA
+837.3%
+285.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -3.6% | -11.0% | +7.3% | -3.1% |
| 30D | +5.1% | -23.2% | +28.2% | +6.3% |
| 3M | +4.6% | -12.7% | +17.3% | +4.7% |
| 6M | -0.3% | +11.2% | -11.5% | -1.5% |
| YTD | +19.8% | -11.2% | +31.0% | +19.2% |
| 1Y | +28.4% | -22.5% | +50.9% | +28.2% |
| 3Y | +104.1% | -1.3% | +105.4% | +97.2% |
| 5Y | +150.9% | -54.2% | +205.1% | +147.8% |
| 10Y | +393.5% | -6.1% | +399.6% | +340.3% |
| All | +1,123.1% | +837.3% | +285.8% | +769.2% |
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