+51.1%
CF vs AMBA
+21.5%
+29.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.6% | -4.4% |
| 7D | -6.9% | -8.1% | +1.2% | -6.8% |
| 30D | -3.7% | -10.8% | +7.0% | -3.6% |
| 3M | -5.0% | -25.9% | +21.0% | -4.7% |
| 6M | -10.5% | -13.9% | +3.4% | -10.6% |
| YTD | +46.5% | -14.0% | +60.5% | +46.9% |
| 1Y | +34.8% | -25.7% | +60.5% | +35.8% |
| All | +51.1% | +21.5% | +29.6% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling