+8.7%
CL vs AMBA
-20.7%
+29.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -2.2% | -11.0% | +8.8% | -3.0% |
| 30D | -4.8% | -23.2% | +18.3% | -6.6% |
| 3M | +4.9% | -12.7% | +17.6% | +4.8% |
| 6M | -5.7% | +11.2% | -16.9% | -3.3% |
| YTD | +14.4% | -11.2% | +25.6% | +15.6% |
| 1Y | +8.7% | -22.5% | +31.3% | +9.9% |
| All | +8.7% | -20.7% | +29.4% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling