-27.8%
CIFR vs AMBA
+5.7%
-33.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.7% |
| 7D | +28.8% | +10.7% | +18.2% | +22.9% |
| 30D | -36.9% | -5.0% | -31.9% | -34.3% |
| 3M | -60.0% | -26.9% | -33.1% | -53.1% |
| 6M | -64.4% | -21.9% | -42.4% | -61.4% |
| YTD | -51.6% | -13.8% | -37.8% | -50.1% |
| 1Y | -58.9% | -36.1% | -22.8% | -51.7% |
| 3Y | +139.9% | +21.6% | +118.3% | +107.3% |
| 5Y | -15.1% | -68.8% | +53.7% | +0.2% |
| All | -27.8% | +5.7% | -33.5% | -17.8% |
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