+155.2%
CL vs AMBA
+807.9%
-652.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.3% |
| 7D | +7.7% | -8.1% | +15.8% | +7.9% |
| 30D | +15.2% | -10.8% | +26.0% | +15.5% |
| 3M | +7.3% | -25.9% | +33.3% | +8.0% |
| 6M | +17.0% | -13.9% | +30.9% | +16.7% |
| YTD | +28.0% | -14.0% | +42.0% | +27.4% |
| 1Y | +32.1% | -25.7% | +57.8% | +32.0% |
| 3Y | +41.5% | +21.5% | +20.0% | +36.4% |
| 5Y | +43.9% | -68.9% | +112.9% | +44.9% |
| 10Y | +79.8% | +5.2% | +74.6% | +61.3% |
| All | +155.2% | +807.9% | -652.7% | +95.8% |
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