+232.4%
CRM vs AMBA
+8.8%
+223.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -8.1% | +7.1% | -15.2% | -9.5% |
| 30D | +23.1% | -18.1% | +41.2% | +28.0% |
| 3M | +42.5% | +8.4% | +34.2% | +35.4% |
| 6M | +25.3% | +25.7% | -0.4% | +12.0% |
| YTD | -7.8% | -4.2% | -3.6% | -12.9% |
| 1Y | +1.0% | -18.7% | +19.7% | -2.1% |
| 3Y | +10.0% | +13.3% | -3.3% | -7.8% |
| 5Y | -3.9% | -54.2% | +50.4% | -8.7% |
| All | +232.4% | +8.8% | +223.6% | +120.3% |
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 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