+333.9%
CFG vs AMBA
+45.9%
+288.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | +1.8% | -8.1% | +9.8% | +3.5% |
| 30D | +3.3% | -10.8% | +14.0% | +5.4% |
| 3M | -9.8% | -25.9% | +16.1% | -4.8% |
| 6M | +5.2% | -13.9% | +19.0% | +3.5% |
| YTD | +16.1% | -14.0% | +30.1% | +13.2% |
| 1Y | +33.7% | -25.7% | +59.3% | +33.5% |
| 3Y | +181.2% | +21.5% | +159.8% | +138.2% |
| 5Y | +69.1% | -68.9% | +138.1% | +76.6% |
| 10Y | +264.3% | +5.2% | +259.1% | +164.5% |
| All | +333.9% | +45.9% | +288.0% | +198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling