+415.5%
CNQ vs AMBA
+8.8%
+406.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | +7.9% | -7.8% | -1.3% |
| 30D | +6.2% | -18.8% | +25.0% | +10.0% |
| 3M | +12.4% | +3.1% | +9.2% | +9.0% |
| 6M | +9.0% | +25.7% | -16.6% | -0.2% |
| YTD | +52.2% | -4.2% | +56.4% | +45.9% |
| 1Y | +65.0% | -18.4% | +83.4% | +61.0% |
| 3Y | +78.8% | +13.4% | +65.4% | +52.7% |
| 5Y | +286.0% | -54.2% | +340.2% | +262.3% |
| All | +415.5% | +8.8% | +406.7% | +227.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling