+132.3%
CMS vs AMBA
+12.8%
+119.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.7% | +0.4% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +7.1% | -8.6% | +15.6% | +7.2% |
| 3M | -1.3% | -29.0% | +27.7% | -0.7% |
| 6M | -2.7% | -19.2% | +16.6% | -2.7% |
| YTD | +2.6% | -13.0% | +15.6% | +2.2% |
| 1Y | -2.0% | -31.3% | +29.3% | -1.8% |
| 3Y | +39.6% | +28.1% | +11.5% | +35.2% |
| 5Y | +35.3% | -69.4% | +104.8% | +35.4% |
| 10Y | +132.3% | +7.6% | +124.7% | +109.4% |
| All | +132.3% | +12.8% | +119.5% | +109.4% |
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