+277.2%
CG vs AMBA
+837.3%
-560.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | -4.3% | -11.0% | +6.6% | -1.8% |
| 30D | -5.1% | -23.2% | +18.1% | +0.6% |
| 3M | +8.7% | -12.7% | +21.4% | +8.8% |
| 6M | -9.2% | +11.2% | -20.4% | -15.6% |
| YTD | -18.9% | -11.2% | -7.6% | -20.7% |
| 1Y | -25.6% | -22.5% | -3.1% | -26.0% |
| 3Y | +57.3% | -1.3% | +58.6% | +42.0% |
| 5Y | +10.2% | -54.2% | +64.3% | +9.7% |
| 10Y | +364.2% | -6.1% | +370.3% | +272.5% |
| All | +277.2% | +837.3% | -560.1% | +133.3% |
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 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