+31.2%
CNH vs AMBA
+189.6%
-158.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.4% | +5.5% | -2.1% |
| 7D | -0.4% | -14.6% | +14.2% | +2.6% |
| 30D | -15.2% | -18.8% | +3.6% | -12.1% |
| 3M | +4.3% | -32.6% | +36.9% | +11.5% |
| 6M | +10.1% | -25.8% | +35.9% | +11.9% |
| YTD | +23.2% | -22.1% | +45.3% | +22.7% |
| 1Y | +8.5% | -36.2% | +44.7% | +11.9% |
| 3Y | +4.1% | +10.0% | -5.9% | -9.3% |
| 5Y | -17.8% | -71.6% | +53.7% | -13.3% |
| 10Y | +113.3% | -4.7% | +118.1% | +63.9% |
| All | +31.2% | +189.6% | -158.4% | -13.9% |
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