+11.8%
CG vs AMBA
-54.5%
+66.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | -4.3% | -11.0% | +6.6% | -1.0% |
| 30D | -5.1% | -23.2% | +18.1% | +2.4% |
| 3M | +8.7% | -12.7% | +21.4% | +8.4% |
| 6M | -9.2% | +11.2% | -20.4% | -18.8% |
| YTD | -18.9% | -11.2% | -7.6% | -22.2% |
| 1Y | -25.6% | -22.5% | -3.1% | -27.1% |
| 3Y | +57.3% | -1.3% | +58.6% | +31.7% |
| All | +11.8% | -54.5% | +66.3% | +1.7% |
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