+61.7%
CF vs AMBA
-20.7%
+82.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -3.3% |
| 7D | +6.0% | -11.0% | +17.0% | +5.4% |
| 30D | +14.8% | -23.2% | +38.0% | +13.5% |
| 3M | +14.1% | -12.7% | +26.8% | +13.6% |
| 6M | +28.5% | +11.2% | +17.3% | +33.5% |
| YTD | +74.9% | -11.2% | +86.2% | +81.6% |
| 1Y | +61.7% | -22.5% | +84.2% | +68.7% |
| All | +61.7% | -20.7% | +82.4% | +68.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling