+383.6%
CMG vs AMBA
+12.8%
+370.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.3% | -1.5% | +3.0% |
| 7D | +8.6% | 0.0% | +8.6% | +8.4% |
| 30D | +13.1% | -8.6% | +21.7% | +14.4% |
| 3M | +9.0% | -29.0% | +38.0% | +14.2% |
| 6M | +10.0% | -19.2% | +29.2% | +9.5% |
| YTD | -3.4% | -13.0% | +9.6% | -6.1% |
| 1Y | +16.8% | -31.3% | +48.1% | +17.8% |
| 3Y | -14.7% | +28.1% | -42.9% | -28.3% |
| 5Y | -1.5% | -69.4% | +67.9% | +1.2% |
| 10Y | +383.6% | +7.6% | +376.0% | +254.9% |
| All | +383.6% | +12.8% | +370.8% | +254.9% |
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