+117.4%
CMI vs AMBA
+16.7%
+100.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.8% | -1.0% |
| 7D | -10.0% | -7.2% | -2.8% | -8.6% |
| 30D | -13.0% | -10.4% | -2.6% | -11.1% |
| 3M | -29.9% | -30.1% | +0.3% | -24.7% |
| 6M | -36.7% | -22.4% | -14.3% | -35.3% |
| YTD | -10.9% | -17.3% | +6.4% | -11.3% |
| 1Y | -1.3% | -35.4% | +34.1% | +2.7% |
| 3Y | +117.4% | +18.6% | +98.8% | +91.3% |
| All | +117.4% | +16.7% | +100.7% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling