+290.3%
CG vs AMBA
-0.9%
+291.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | -2.3% |
| 7D | -1.2% | -7.2% | +6.0% | +0.8% |
| 30D | +5.0% | -10.4% | +15.4% | +7.7% |
| 3M | -18.2% | -30.1% | +11.9% | -10.7% |
| 6M | -20.7% | -22.4% | +1.7% | -20.1% |
| YTD | -31.4% | -17.3% | -14.1% | -32.9% |
| 1Y | -22.3% | -35.4% | +13.1% | -19.1% |
| 3Y | +50.2% | +18.6% | +31.5% | +23.0% |
| 5Y | -22.1% | -69.8% | +47.8% | -15.9% |
| All | +290.3% | -0.9% | +291.2% | +169.4% |
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 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