+346.1%
CMS vs AMBA
+837.3%
-491.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +0.4% | -11.0% | +11.3% | +0.6% |
| 30D | -3.6% | -23.2% | +19.6% | -3.1% |
| 3M | -1.9% | -12.7% | +10.8% | -1.9% |
| 6M | -11.0% | +11.2% | -22.2% | -11.7% |
| YTD | +0.2% | -11.2% | +11.4% | -0.1% |
| 1Y | -1.3% | -22.5% | +21.2% | -1.5% |
| 3Y | +35.9% | -1.3% | +37.3% | +33.4% |
| 5Y | +23.1% | -54.2% | +77.2% | +21.4% |
| 10Y | +117.9% | -6.1% | +124.0% | +103.9% |
| All | +346.1% | +837.3% | -491.2% | +269.0% |
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