+99.2%
CRH vs AMBA
-50.1%
+149.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.4% | -9.8% | -2.9% |
| 7D | -3.6% | +2.5% | -6.1% | -4.1% |
| 30D | -10.8% | -16.1% | +5.3% | -8.1% |
| 3M | -13.5% | +4.6% | -18.1% | -16.6% |
| 6M | -15.4% | +29.2% | -44.6% | -23.8% |
| YTD | -27.6% | -2.9% | -24.7% | -30.9% |
| 1Y | -18.4% | -18.7% | +0.3% | -20.3% |
| 3Y | +72.5% | +14.9% | +57.6% | +46.7% |
| 5Y | +99.2% | -53.0% | +152.2% | +75.4% |
| All | +99.2% | -50.1% | +149.3% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling