-33.9%
CIFR vs AMBA
+1.3%
-35.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +6.1% | +11.8% | +14.8% |
| 7D | -10.2% | -7.2% | -3.0% | -5.7% |
| 30D | -55.0% | -10.4% | -44.7% | -51.8% |
| 3M | -64.1% | -30.1% | -33.9% | -57.0% |
| 6M | -70.1% | -22.4% | -47.7% | -67.6% |
| YTD | -55.7% | -17.3% | -38.3% | -53.4% |
| 1Y | -69.9% | -35.4% | -34.5% | -64.9% |
| 3Y | +68.7% | +18.6% | +50.1% | +47.8% |
| 5Y | -26.2% | -69.8% | +43.6% | -11.1% |
| All | -33.9% | +1.3% | -35.2% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling