+323.6%
CMG vs AMBA
-5.3%
+328.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -1.5% | -6.4% | +4.9% | -0.4% |
| 30D | +12.7% | -26.8% | +39.6% | +18.6% |
| 3M | +26.3% | -7.6% | +33.9% | +25.5% |
| 6M | +4.5% | +21.2% | -16.7% | -2.7% |
| YTD | -0.1% | -10.4% | +10.3% | -2.5% |
| 1Y | -6.8% | -24.4% | +17.6% | -7.2% |
| 3Y | -5.0% | +6.0% | -11.0% | -16.2% |
| 5Y | -3.0% | -53.9% | +50.9% | -6.8% |
| 10Y | +323.6% | -6.2% | +329.7% | +220.1% |
| All | +323.6% | -5.3% | +328.8% | +220.1% |
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