+297.1%
CME vs AMBA
+4.2%
+292.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.6% |
| 7D | +1.7% | -2.6% | +4.3% | +1.7% |
| 30D | +10.2% | -10.5% | +20.7% | +10.6% |
| 3M | +17.8% | -26.4% | +44.2% | +19.1% |
| 6M | +11.0% | -20.9% | +31.9% | +11.0% |
| YTD | +17.0% | -14.8% | +31.8% | +16.3% |
| 1Y | +15.8% | -36.1% | +51.9% | +16.6% |
| 3Y | +61.8% | +20.2% | +41.5% | +52.1% |
| 5Y | +72.5% | -67.2% | +139.7% | +75.5% |
| All | +297.1% | +4.2% | +292.9% | +223.8% |
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 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