+18.8%
CI vs AMBA
-33.1%
+51.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.4% | +8.2% | -1.5% |
| 7D | +1.0% | -14.6% | +15.6% | +0.6% |
| 30D | +9.9% | -18.8% | +28.7% | +9.3% |
| 3M | +12.1% | -32.6% | +44.7% | +11.2% |
| 6M | +10.6% | -25.8% | +36.4% | +10.1% |
| YTD | +11.4% | -22.1% | +33.5% | +10.2% |
| 1Y | +18.8% | -36.2% | +55.0% | +17.1% |
| All | +18.8% | -33.1% | +51.9% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling