+1,413.3%
CBOE vs AMBA
+831.3%
+582.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +1.1% |
| 7D | +6.9% | +2.6% | +4.4% | +6.8% |
| 30D | +24.1% | -3.6% | +27.7% | +24.2% |
| 3M | +30.9% | -24.6% | +55.6% | +32.3% |
| 6M | +5.9% | -21.6% | +27.5% | +6.1% |
| YTD | +48.2% | -11.8% | +60.0% | +47.3% |
| 1Y | +43.5% | -33.2% | +76.6% | +44.3% |
| 3Y | +117.0% | +24.5% | +92.5% | +105.9% |
| 5Y | +203.4% | -67.7% | +271.0% | +207.6% |
| 10Y | +515.9% | +4.7% | +511.2% | +446.0% |
| All | +1,413.3% | +831.3% | +582.0% | +974.0% |
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 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