+142.2%
CI vs AMBA
+12.8%
+129.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.3% |
| 7D | +0.1% | 0.0% | +0.2% | +0.1% |
| 30D | +4.7% | -8.6% | +13.2% | +5.2% |
| 3M | +5.2% | -29.0% | +34.2% | +7.5% |
| 6M | +3.8% | -19.2% | +23.0% | +3.7% |
| YTD | +9.2% | -13.0% | +22.2% | +7.9% |
| 1Y | +14.3% | -31.3% | +45.5% | +14.8% |
| 3Y | +8.4% | +28.1% | -19.7% | -1.1% |
| 5Y | +50.0% | -69.4% | +119.5% | +54.0% |
| 10Y | +142.2% | +7.6% | +134.6% | +80.4% |
| All | +142.2% | +12.8% | +129.4% | +80.4% |
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