+43.4%
CMI vs AMBA
-24.5%
+67.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +1.9% | -6.4% | +8.3% | +3.4% |
| 30D | -12.5% | -26.8% | +14.3% | -6.4% |
| 3M | -16.2% | -7.6% | -8.6% | -16.5% |
| 6M | +4.9% | +21.2% | -16.3% | -3.9% |
| YTD | +11.1% | -10.4% | +21.5% | +7.5% |
| 1Y | +43.4% | -24.4% | +67.8% | +43.3% |
| All | +43.4% | -24.5% | +67.9% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling