+42.8%
CL vs AMBA
-72.1%
+114.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.4% | +9.4% | -0.3% |
| 7D | +5.9% | -14.6% | +20.5% | +5.6% |
| 30D | +13.8% | -18.8% | +32.6% | +13.3% |
| 3M | +6.4% | -32.6% | +39.0% | +5.7% |
| 6M | +15.6% | -25.8% | +41.4% | +15.4% |
| YTD | +27.9% | -22.1% | +50.0% | +27.7% |
| 1Y | +31.4% | -36.2% | +67.6% | +31.1% |
| 3Y | +41.4% | +10.0% | +31.4% | +39.4% |
| 5Y | +42.8% | -71.6% | +114.3% | +39.0% |
| All | +42.8% | -72.1% | +114.9% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling