+320.1%
CG vs AMBA
+12.8%
+307.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.3% | +1.3% | +5.1% |
| 7D | +3.0% | 0.0% | +3.1% | +3.0% |
| 30D | +10.1% | -8.6% | +18.7% | +12.5% |
| 3M | -10.8% | -29.0% | +18.1% | -3.0% |
| 6M | -15.2% | -19.2% | +4.0% | -15.5% |
| YTD | -26.9% | -13.0% | -13.9% | -29.5% |
| 1Y | -17.0% | -31.3% | +14.2% | -15.1% |
| 3Y | +54.6% | +28.1% | +26.5% | +24.0% |
| 5Y | -16.7% | -69.4% | +52.7% | -10.5% |
| 10Y | +320.1% | +7.6% | +312.5% | +185.3% |
| All | +320.1% | +12.8% | +307.3% | +185.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling