+126.5%
CMS vs AMBA
-6.6%
+133.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.4% | +9.0% | -0.3% |
| 7D | +1.7% | -14.6% | +16.2% | +1.9% |
| 30D | +8.6% | -18.8% | +27.4% | +9.0% |
| 3M | -0.5% | -32.6% | +32.1% | +0.2% |
| 6M | -4.2% | -25.8% | +21.6% | -4.1% |
| YTD | +3.4% | -22.1% | +25.6% | +3.3% |
| 1Y | +0.4% | -36.2% | +36.7% | +0.8% |
| 3Y | +38.2% | +10.0% | +28.2% | +34.3% |
| 5Y | +35.4% | -71.6% | +107.0% | +35.5% |
| All | +126.5% | -6.6% | +133.1% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling