+32.0%
CTVA vs AMBA
-25.6%
+57.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.1% |
| 7D | +8.2% | -8.1% | +16.3% | +8.0% |
| 30D | -1.0% | -10.8% | +9.7% | -1.2% |
| 3M | +4.6% | -25.9% | +30.5% | +4.2% |
| 6M | +0.5% | -13.9% | +14.3% | -0.3% |
| YTD | +22.7% | -14.0% | +36.7% | +22.5% |
| 1Y | +32.0% | -25.7% | +57.6% | +32.5% |
| All | +32.0% | -25.6% | +57.6% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling