+40.8%
CL vs AMBA
+21.5%
+19.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.2% |
| 7D | +7.7% | -8.1% | +15.8% | +7.2% |
| 30D | +15.2% | -10.8% | +26.0% | +14.7% |
| 3M | +7.3% | -25.9% | +33.3% | +5.9% |
| 6M | +17.0% | -13.9% | +30.9% | +17.3% |
| YTD | +28.0% | -14.0% | +42.0% | +28.6% |
| 1Y | +32.1% | -25.7% | +57.8% | +32.2% |
| All | +40.8% | +21.5% | +19.3% | +38.9% |
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