+629.0%
CMI vs AMBA
+772.6%
-143.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.8% | -0.7% |
| 7D | -10.0% | -7.2% | -2.8% | -8.9% |
| 30D | -13.0% | -10.4% | -2.6% | -11.6% |
| 3M | -29.9% | -30.1% | +0.3% | -26.0% |
| 6M | -36.7% | -22.4% | -14.3% | -35.5% |
| YTD | -10.9% | -17.3% | +6.4% | -10.7% |
| 1Y | -1.3% | -35.4% | +34.1% | +2.3% |
| 3Y | +117.4% | +18.6% | +98.8% | +98.1% |
| 5Y | +112.9% | -69.8% | +182.7% | +121.5% |
| 10Y | +366.7% | +1.1% | +365.6% | +277.3% |
| All | +629.0% | +772.6% | -143.6% | +297.1% |
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