+10.2%
CRM vs AMBA
+12.9%
-2.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.4% | -10.4% | -3.1% |
| 7D | -5.0% | +2.5% | -7.4% | -5.4% |
| 30D | +23.6% | -16.1% | +39.8% | +26.3% |
| 3M | +39.6% | +4.6% | +35.0% | +35.3% |
| 6M | +23.4% | +29.2% | -5.7% | +11.1% |
| YTD | -7.4% | -2.9% | -4.5% | -12.0% |
| 1Y | -2.3% | -18.7% | +16.4% | -4.7% |
| All | +10.2% | +12.9% | -2.6% | -7.7% |
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