-16.8%
CMG vs AMBA
+16.7%
-33.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.1% | -8.9% | -3.2% |
| 7D | +8.0% | -7.2% | +15.2% | +8.5% |
| 30D | +11.9% | -10.4% | +22.3% | +12.6% |
| 3M | +2.1% | -30.1% | +32.3% | +5.0% |
| 6M | +5.2% | -22.4% | +27.6% | +5.1% |
| YTD | -6.9% | -17.3% | +10.4% | -8.5% |
| 1Y | +12.7% | -35.4% | +48.1% | +13.7% |
| 3Y | -16.8% | +18.6% | -35.4% | -25.2% |
| All | -16.8% | +16.7% | -33.5% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling