+491.4%
CRM vs AMBA
+796.0%
-304.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.4% |
| 7D | +2.0% | +2.7% | -0.7% | +1.4% |
| 30D | -7.7% | -2.2% | -5.5% | -7.6% |
| 3M | +8.4% | -26.6% | +35.0% | +13.9% |
| 6M | +31.9% | -26.8% | +58.7% | +33.4% |
| YTD | -17.2% | -15.1% | -2.1% | -19.8% |
| 1Y | -8.6% | -32.3% | +23.6% | -7.8% |
| 3Y | +3.1% | +19.8% | -16.7% | -12.7% |
| 5Y | -27.6% | -69.2% | +41.6% | -25.2% |
| 10Y | +197.6% | +0.8% | +196.9% | +123.7% |
| All | +491.4% | +796.0% | -304.6% | +232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling