-21.8%
CRH vs AMBA
-19.2%
-2.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | +7.9% | -14.0% | -6.4% |
| 30D | -9.3% | -18.8% | +9.5% | -8.3% |
| 3M | -15.2% | +3.1% | -18.3% | -16.4% |
| 6M | -14.2% | +25.7% | -39.9% | -20.4% |
| YTD | -28.3% | -4.2% | -24.0% | -31.1% |
| 1Y | -21.8% | -18.4% | -3.4% | -24.8% |
| All | -21.8% | -19.2% | -2.6% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling