+512.2%
CMI vs AMBA
+2.6%
+509.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.4% | -9.6% | -2.7% |
| 7D | +0.7% | +2.5% | -1.8% | +0.1% |
| 30D | -12.3% | -16.1% | +3.9% | -9.6% |
| 3M | -16.8% | +4.6% | -21.4% | -18.8% |
| 6M | +1.5% | +29.2% | -27.7% | -5.2% |
| YTD | +9.8% | -2.9% | +12.7% | +7.2% |
| 1Y | +42.6% | -18.7% | +61.3% | +42.3% |
| 3Y | +151.0% | +14.9% | +136.1% | +126.6% |
| 5Y | +167.0% | -53.0% | +220.0% | +157.5% |
| 10Y | +512.2% | +8.3% | +503.8% | +352.0% |
| All | +512.2% | +2.6% | +509.5% | +352.0% |
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