+27.7%
CFG vs AMBA
-33.1%
+60.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.4% | +6.3% | -2.5% |
| 7D | -2.2% | -14.6% | +12.4% | -1.1% |
| 30D | +0.4% | -18.8% | +19.2% | +1.7% |
| 3M | -12.6% | -32.6% | +20.0% | -10.4% |
| 6M | +0.6% | -25.8% | +26.4% | +0.5% |
| YTD | +12.4% | -22.1% | +34.6% | +10.0% |
| 1Y | +27.7% | -36.2% | +63.9% | +27.6% |
| All | +27.7% | -33.1% | +60.8% | +27.6% |
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 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