+1,348.1%
CBOE vs AMBA
+772.6%
+575.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.2% |
| 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% | +98.3% |
| 5Y | +181.4% | -69.8% | +251.2% | +186.2% |
| 10Y | +531.6% | +1.1% | +530.5% | +460.6% |
| All | +1,348.1% | +772.6% | +575.5% | +930.6% |
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