+875.7%
CME vs AMBA
+722.2%
+153.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.4% | +9.1% | +0.1% |
| 7D | +3.7% | -14.6% | +18.2% | +4.4% |
| 30D | +13.7% | -18.8% | +32.5% | +14.7% |
| 3M | +16.6% | -32.6% | +49.2% | +18.5% |
| 6M | +8.2% | -25.8% | +34.0% | +8.5% |
| YTD | +16.3% | -22.1% | +38.5% | +16.0% |
| 1Y | +19.1% | -36.2% | +55.3% | +19.8% |
| 3Y | +67.4% | +10.0% | +57.4% | +58.6% |
| 5Y | +71.0% | -71.6% | +142.5% | +73.8% |
| 10Y | +338.9% | -4.7% | +343.7% | +283.4% |
| All | +875.7% | +722.2% | +153.5% | +578.9% |
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 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