+43.0%
CIFR vs AMBA
+10.0%
+33.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -9.4% | -5.2% | -8.6% |
| 7D | -31.5% | -14.6% | -16.9% | -23.6% |
| 30D | -64.2% | -18.8% | -45.4% | -58.7% |
| 3M | -70.3% | -32.6% | -37.7% | -62.3% |
| 6M | -74.9% | -25.8% | -49.1% | -72.1% |
| YTD | -62.4% | -22.1% | -40.3% | -59.9% |
| 1Y | -77.5% | -36.2% | -41.3% | -73.7% |
| All | +43.0% | +10.0% | +33.1% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling