+544.8%
CMG vs AMBA
+837.3%
-292.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | -2.8% | -11.0% | +8.1% | -1.2% |
| 30D | +7.1% | -23.2% | +30.3% | +11.0% |
| 3M | +31.2% | -12.7% | +43.9% | +31.3% |
| 6M | +0.7% | +11.2% | -10.5% | -3.7% |
| YTD | -0.1% | -11.2% | +11.1% | -1.8% |
| 1Y | -10.7% | -22.5% | +11.8% | -11.3% |
| 3Y | -4.7% | -1.3% | -3.4% | -12.5% |
| 5Y | -3.8% | -54.2% | +50.4% | -6.3% |
| 10Y | +352.5% | -6.1% | +358.6% | +278.1% |
| All | +544.8% | +837.3% | -292.5% | +228.7% |
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