+220.7%
CF vs AMBA
-54.5%
+275.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -3.2% |
| 7D | +6.0% | -11.0% | +17.0% | +6.5% |
| 30D | +14.8% | -23.2% | +38.0% | +16.1% |
| 3M | +14.1% | -12.7% | +26.8% | +14.0% |
| 6M | +28.5% | +11.2% | +17.3% | +26.3% |
| YTD | +74.9% | -11.2% | +86.2% | +74.1% |
| 1Y | +61.7% | -22.5% | +84.2% | +61.5% |
| 3Y | +80.3% | -1.3% | +81.6% | +71.7% |
| All | +220.7% | -54.5% | +275.3% | +200.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling