+128.1%
CL vs AMBA
+837.3%
-709.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.2% | -11.0% | +8.8% | -1.9% |
| 30D | -4.8% | -23.2% | +18.3% | -4.2% |
| 3M | +4.9% | -12.7% | +17.6% | +4.9% |
| 6M | -5.7% | +11.2% | -16.9% | -6.6% |
| YTD | +14.4% | -11.2% | +25.6% | +13.9% |
| 1Y | +8.7% | -22.5% | +31.3% | +8.5% |
| 3Y | +30.0% | -1.3% | +31.3% | +26.7% |
| 5Y | +28.4% | -54.2% | +82.5% | +26.5% |
| 10Y | +50.1% | -6.1% | +56.2% | +35.5% |
| All | +128.1% | +837.3% | -709.2% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling