+34.7%
CMS vs AMBA
-70.4%
+105.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -2.1% |
| 7D | -1.3% | -7.2% | +5.9% | -1.3% |
| 30D | +6.3% | -10.4% | +16.7% | +6.3% |
| 3M | -2.1% | -30.1% | +28.1% | -2.0% |
| 6M | -5.1% | -22.4% | +17.3% | -5.1% |
| YTD | +1.3% | -17.3% | +18.6% | +1.1% |
| 1Y | -1.4% | -35.4% | +34.0% | -1.2% |
| 3Y | +36.9% | +18.6% | +18.3% | +33.9% |
| All | +34.7% | -70.4% | +105.1% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling