-14.9%
CNH vs AMBA
-70.4%
+55.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.1% | -3.4% | +1.6% |
| 7D | -1.7% | -7.2% | +5.5% | -0.4% |
| 30D | -7.2% | -10.4% | +3.2% | -5.7% |
| 3M | +6.5% | -30.1% | +36.7% | +13.1% |
| 6M | +7.9% | -22.4% | +30.3% | +8.6% |
| YTD | +26.6% | -17.3% | +43.9% | +24.2% |
| 1Y | +13.8% | -35.4% | +49.1% | +17.1% |
| 3Y | +9.2% | +18.6% | -9.4% | -8.6% |
| All | -14.9% | -70.4% | +55.6% | -16.1% |
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 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