+37.3%
CMS vs AMBA
-1.0%
+38.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +0.4% | -11.0% | +11.3% | +0.1% |
| 30D | -3.6% | -23.2% | +19.6% | -4.1% |
| 3M | -1.9% | -12.7% | +10.8% | -1.9% |
| 6M | -11.0% | +11.2% | -22.2% | -10.9% |
| YTD | +0.2% | -11.2% | +11.4% | +0.3% |
| 1Y | -1.3% | -22.5% | +21.2% | -1.2% |
| All | +37.3% | -1.0% | +38.3% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling