+181.4%
CFG vs AMBA
-1.0%
+182.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.5% | -11.0% | +12.5% | +3.7% |
| 30D | -3.8% | -23.2% | +19.3% | +0.7% |
| 3M | +11.5% | -12.7% | +24.2% | +11.3% |
| 6M | +19.2% | +11.2% | +8.0% | +9.6% |
| YTD | +23.7% | -11.2% | +34.9% | +19.7% |
| 1Y | +38.8% | -22.5% | +61.4% | +36.5% |
| All | +181.4% | -1.0% | +182.3% | +142.4% |
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