+47.7%
CI vs AMBA
-70.4%
+118.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -2.7% |
| 7D | -1.6% | -7.2% | +5.7% | -1.4% |
| 30D | +5.4% | -10.4% | +15.8% | +5.6% |
| 3M | +7.3% | -30.1% | +37.4% | +8.1% |
| 6M | +5.3% | -22.4% | +27.7% | +5.3% |
| YTD | +8.5% | -17.3% | +25.8% | +8.0% |
| 1Y | +17.1% | -35.4% | +52.5% | +17.4% |
| 3Y | +1.4% | +18.6% | -17.2% | -3.0% |
| All | +47.7% | -70.4% | +118.1% | +45.2% |
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 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