-3.5%
CRM vs AMBA
-53.5%
+50.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.1% |
| 7D | -3.5% | -6.4% | +2.9% | -2.3% |
| 30D | +29.3% | -26.8% | +56.1% | +37.1% |
| 3M | +36.8% | -7.6% | +44.4% | +34.8% |
| 6M | +23.9% | +21.2% | +2.7% | +11.0% |
| YTD | -5.5% | -10.4% | +4.9% | -9.5% |
| 1Y | -0.4% | -24.4% | +24.0% | -2.1% |
| 3Y | +12.8% | +6.0% | +6.8% | -5.7% |
| 5Y | -3.5% | -53.9% | +50.4% | -7.3% |
| All | -3.5% | -53.5% | +50.0% | -7.3% |
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 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