+328.9%
CME vs AMBA
-0.9%
+329.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.6% | -0.7% |
| 7D | +0.9% | -7.2% | +8.1% | +1.2% |
| 30D | +13.2% | -10.4% | +23.6% | +13.6% |
| 3M | +16.3% | -30.1% | +46.4% | +17.8% |
| 6M | +7.1% | -22.4% | +29.6% | +7.2% |
| YTD | +15.8% | -17.3% | +33.2% | +15.2% |
| 1Y | +17.1% | -35.4% | +52.5% | +17.8% |
| 3Y | +63.2% | +18.6% | +44.5% | +53.4% |
| 5Y | +70.2% | -69.8% | +140.0% | +74.2% |
| All | +328.9% | -0.9% | +329.7% | +250.9% |
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 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