+808.2%
CMI vs AMBA
+837.3%
-29.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.9% |
| 7D | -0.7% | -11.0% | +10.2% | +1.1% |
| 30D | -13.4% | -23.2% | +9.7% | -9.7% |
| 3M | -17.0% | -12.7% | -4.3% | -16.3% |
| 6M | -1.6% | +11.2% | -12.9% | -5.2% |
| YTD | +11.0% | -11.2% | +22.2% | +10.4% |
| 1Y | +41.9% | -22.5% | +64.4% | +43.0% |
| 3Y | +151.8% | -1.3% | +153.1% | +135.9% |
| 5Y | +163.6% | -54.2% | +217.7% | +158.5% |
| 10Y | +472.9% | -6.1% | +479.0% | +366.8% |
| All | +808.2% | +837.3% | -29.0% | +390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling