+598.0%
CI vs AMBA
+807.9%
-209.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.5% |
| 7D | +3.5% | -8.1% | +11.6% | +4.2% |
| 30D | +12.6% | -10.8% | +23.3% | +13.4% |
| 3M | +12.1% | -25.9% | +38.0% | +14.3% |
| 6M | +10.6% | -13.9% | +24.4% | +9.9% |
| YTD | +12.8% | -14.0% | +26.8% | +11.7% |
| 1Y | +18.0% | -25.7% | +43.7% | +17.8% |
| 3Y | +4.2% | +21.5% | -17.3% | -3.8% |
| 5Y | +57.2% | -68.9% | +126.2% | +59.4% |
| 10Y | +179.3% | +5.2% | +174.1% | +129.1% |
| All | +598.0% | +807.9% | -209.9% | +308.7% |
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