+483.4%
CNQ vs AMBA
+846.1%
-362.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.7% |
| 7D | -1.8% | -6.4% | +4.7% | -0.7% |
| 30D | +11.8% | -26.8% | +38.7% | +17.3% |
| 3M | +11.1% | -7.6% | +18.8% | +10.3% |
| 6M | +12.1% | +21.2% | -9.1% | +4.6% |
| YTD | +53.4% | -10.4% | +63.7% | +49.7% |
| 1Y | +71.4% | -24.4% | +95.8% | +70.2% |
| 3Y | +75.8% | +6.0% | +69.8% | +56.3% |
| 5Y | +286.0% | -53.9% | +339.9% | +266.4% |
| 10Y | +400.8% | -6.2% | +406.9% | +281.2% |
| All | +483.4% | +846.1% | -362.7% | +194.4% |
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