+1,929.4%
CLS vs AMBA
+7.9%
+1,921.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.5% | +5.0% | +7.3% |
| 7D | +2.8% | +2.6% | +0.2% | +2.2% |
| 30D | -30.1% | -3.6% | -26.5% | -28.9% |
| 3M | -21.7% | -24.6% | +2.9% | -14.3% |
| 6M | -36.2% | -21.6% | -14.6% | -33.6% |
| YTD | -17.8% | -11.8% | -6.0% | -18.9% |
| 1Y | -26.8% | -33.2% | +6.4% | -21.1% |
| 3Y | +853.4% | +24.5% | +828.9% | +727.6% |
| 5Y | +2,005.0% | -67.7% | +2,072.7% | +2,231.6% |
| 10Y | +1,929.4% | +4.7% | +1,924.7% | +1,368.7% |
| All | +1,929.4% | +7.9% | +1,921.5% | +1,368.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling