+577.4%
CF vs AMBA
-7.1%
+584.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -3.1% |
| 7D | +6.0% | -11.0% | +17.0% | +7.5% |
| 30D | +14.8% | -23.2% | +38.0% | +18.4% |
| 3M | +14.1% | -12.7% | +26.8% | +14.0% |
| 6M | +28.5% | +11.2% | +17.3% | +22.9% |
| YTD | +74.9% | -11.2% | +86.2% | +71.7% |
| 1Y | +61.7% | -22.5% | +84.2% | +60.0% |
| 3Y | +80.3% | -1.3% | +81.6% | +63.1% |
| 5Y | +226.0% | -54.2% | +280.1% | +206.3% |
| All | +577.4% | -7.1% | +584.5% | +364.5% |
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