+542.1%
CI vs AMBA
+837.3%
-295.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +1.3% | -11.0% | +12.3% | +2.2% |
| 30D | +4.4% | -23.2% | +27.6% | +6.5% |
| 3M | +0.7% | -12.7% | +13.4% | +0.6% |
| 6M | +0.3% | +11.2% | -10.9% | -2.3% |
| YTD | +3.8% | -11.2% | +15.0% | +2.7% |
| 1Y | -5.5% | -22.5% | +17.0% | -6.0% |
| 3Y | +8.1% | -1.3% | +9.4% | +2.1% |
| 5Y | +42.8% | -54.2% | +97.0% | +38.7% |
| 10Y | +143.9% | -6.1% | +150.0% | +102.2% |
| All | +542.1% | +837.3% | -295.1% | +276.0% |
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