+602.5%
CRM vs AMBA
+837.3%
-234.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +1.3% | -11.0% | +12.2% | +3.4% |
| 30D | +34.3% | -23.2% | +57.5% | +40.9% |
| 3M | +37.7% | -12.7% | +50.4% | +37.2% |
| 6M | +34.9% | +11.2% | +23.7% | +25.4% |
| YTD | -1.6% | -11.2% | +9.6% | -4.8% |
| 1Y | +7.1% | -22.5% | +29.7% | +5.3% |
| 3Y | +19.0% | -1.3% | +20.4% | +5.7% |
| 5Y | -1.3% | -54.2% | +52.9% | -4.8% |
| 10Y | +251.2% | -6.1% | +257.3% | +167.5% |
| All | +602.5% | +837.3% | -234.8% | +294.3% |
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 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