+73.2%
CRH vs AMBA
+12.9%
+60.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.4% | -9.8% | -2.7% |
| 7D | -3.6% | +2.5% | -6.1% | -4.0% |
| 30D | -10.8% | -16.1% | +5.3% | -8.5% |
| 3M | -13.5% | +4.6% | -18.1% | -16.3% |
| 6M | -15.4% | +29.2% | -44.6% | -23.7% |
| YTD | -27.6% | -2.9% | -24.7% | -30.9% |
| 1Y | -18.4% | -18.7% | +0.3% | -20.4% |
| All | +73.2% | +12.9% | +60.3% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling