+173.3%
CFG vs AMBA
+16.7%
+156.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.1% | -2.0% |
| 7D | -0.9% | -7.2% | +6.3% | +0.3% |
| 30D | +1.1% | -10.4% | +11.4% | +2.7% |
| 3M | -12.0% | -30.1% | +18.1% | -7.0% |
| 6M | -2.2% | -22.4% | +20.2% | -2.0% |
| YTD | +11.4% | -17.3% | +28.8% | +8.7% |
| 1Y | +27.8% | -35.4% | +63.2% | +31.3% |
| 3Y | +173.3% | +18.6% | +154.7% | +118.1% |
| All | +173.3% | +16.7% | +156.6% | +118.1% |
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