+220.9%
CG vs AMBA
+722.2%
-501.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.4% | +2.9% | -4.4% |
| 7D | -1.5% | -14.6% | +13.1% | +2.1% |
| 30D | +2.8% | -18.8% | +21.6% | +7.5% |
| 3M | -19.2% | -32.6% | +13.3% | -12.4% |
| 6M | -21.0% | -25.8% | +4.9% | -19.4% |
| YTD | -31.0% | -22.1% | -8.8% | -31.0% |
| 1Y | -21.1% | -36.2% | +15.1% | -17.9% |
| 3Y | +48.8% | +10.0% | +38.8% | +30.6% |
| 5Y | -21.5% | -71.6% | +50.0% | -14.8% |
| 10Y | +298.1% | -4.7% | +302.9% | +222.0% |
| All | +220.9% | +722.2% | -501.3% | +103.2% |
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 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