+589.0%
CI vs AMBA
+722.2%
-133.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.4% | +8.2% | -0.6% |
| 7D | +1.0% | -14.6% | +15.6% | +2.2% |
| 30D | +9.9% | -18.8% | +28.7% | +11.4% |
| 3M | +12.1% | -32.6% | +44.7% | +15.0% |
| 6M | +10.6% | -25.8% | +36.4% | +11.2% |
| YTD | +11.4% | -22.1% | +33.5% | +11.0% |
| 1Y | +18.8% | -36.2% | +55.0% | +19.9% |
| 3Y | +2.9% | +10.0% | -7.1% | -4.4% |
| 5Y | +54.5% | -71.6% | +126.1% | +57.5% |
| 10Y | +175.7% | -4.7% | +180.5% | +127.7% |
| All | +589.0% | +722.2% | -133.2% | +306.3% |
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