+65.7%
CFG vs AMBA
-69.1%
+134.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | 0.0% |
| 7D | +0.7% | -2.6% | +3.3% | +1.1% |
| 30D | +2.8% | -10.5% | +13.3% | +4.7% |
| 3M | -10.1% | -26.4% | +16.3% | -5.2% |
| 6M | +3.2% | -20.9% | +24.1% | +3.3% |
| YTD | +14.2% | -14.8% | +29.0% | +11.1% |
| 1Y | +27.4% | -36.1% | +63.5% | +31.6% |
| 3Y | +187.6% | +20.2% | +167.3% | +139.9% |
| 5Y | +65.7% | -67.2% | +132.9% | +59.2% |
| All | +65.7% | -69.1% | +134.8% | +59.2% |
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