+753.7%
CCJ vs AMBA
-0.9%
+754.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.1% |
| 7D | -0.8% | +2.7% | -3.5% | -1.4% |
| 30D | -13.2% | -2.2% | -11.0% | -12.7% |
| 3M | -27.6% | -26.6% | -1.0% | -22.6% |
| 6M | -38.7% | -26.8% | -11.9% | -36.5% |
| YTD | -22.7% | -15.1% | -7.6% | -23.6% |
| 1Y | -17.6% | -32.3% | +14.7% | -14.6% |
| 3Y | +62.7% | +19.8% | +42.9% | +39.0% |
| 5Y | +159.7% | -69.2% | +229.0% | +177.1% |
| All | +753.7% | -0.9% | +754.6% | +551.6% |
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 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