+112.0%
CMI vs AMBA
-70.4%
+182.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.8% | -0.8% |
| 7D | -10.0% | -7.2% | -2.8% | -8.7% |
| 30D | -13.0% | -10.4% | -2.6% | -11.3% |
| 3M | -29.9% | -30.1% | +0.3% | -25.3% |
| 6M | -36.7% | -22.4% | -14.3% | -35.4% |
| YTD | -10.9% | -17.3% | +6.4% | -10.9% |
| 1Y | -1.3% | -35.4% | +34.1% | +2.6% |
| 3Y | +117.4% | +18.6% | +98.8% | +94.4% |
| All | +112.0% | -70.4% | +182.4% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling