+335.6%
CMI vs AMBA
+0.6%
+335.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | +1.5% | +10.7% | -9.2% | -0.3% |
| 30D | -14.0% | -5.0% | -8.9% | -13.2% |
| 3M | -28.3% | -26.9% | -1.4% | -24.5% |
| 6M | -34.9% | -21.9% | -13.0% | -33.7% |
| YTD | -9.9% | -13.8% | +3.9% | -10.4% |
| 1Y | -3.6% | -36.1% | +32.4% | +0.4% |
| 3Y | +120.9% | +21.6% | +99.3% | +97.8% |
| 5Y | +116.1% | -68.8% | +184.8% | +123.2% |
| All | +335.6% | +0.6% | +335.0% | +225.4% |
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