+324.8%
CMI vs AMBA
+4.3%
+320.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.3% |
| 7D | -9.3% | -2.7% | -6.6% | -8.9% |
| 30D | -13.2% | -10.5% | -2.7% | -11.6% |
| 3M | -28.2% | -26.4% | -1.8% | -24.5% |
| 6M | -32.7% | -20.9% | -11.8% | -31.6% |
| YTD | -10.1% | -14.8% | +4.7% | -10.4% |
| 1Y | -4.9% | -36.1% | +31.2% | -0.9% |
| 3Y | +120.4% | +20.2% | +100.1% | +97.8% |
| 5Y | +114.3% | -67.2% | +181.5% | +119.6% |
| 10Y | +324.8% | +4.9% | +319.9% | +217.2% |
| All | +324.8% | +4.3% | +320.5% | +217.2% |
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 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