+825.2%
CCJ vs AMBA
-0.9%
+826.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.1% | -1.8% | +2.9% |
| 7D | -7.3% | -7.2% | -0.1% | -5.7% |
| 30D | -20.0% | -10.4% | -9.6% | -17.9% |
| 3M | -23.8% | -30.1% | +6.3% | -17.7% |
| 6M | -42.4% | -22.4% | -20.0% | -41.2% |
| YTD | -22.1% | -17.3% | -4.7% | -22.5% |
| 1Y | -20.8% | -35.4% | +14.6% | -17.1% |
| 3Y | +75.7% | +18.6% | +57.1% | +50.5% |
| 5Y | +167.4% | -69.8% | +237.3% | +186.5% |
| All | +825.2% | -0.9% | +826.1% | +606.0% |
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 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