+205.4%
CTVA vs AMBA
+66.6%
+138.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.8% | -0.7% |
| 7D | -1.0% | +2.6% | -3.6% | -1.4% |
| 30D | -8.7% | -3.6% | -5.1% | -8.5% |
| 3M | +6.4% | -24.6% | +31.0% | +9.7% |
| 6M | -1.9% | -21.6% | +19.7% | -1.9% |
| YTD | +21.5% | -11.8% | +33.3% | +18.3% |
| 1Y | +24.3% | -33.2% | +57.5% | +25.7% |
| 3Y | +91.8% | +24.5% | +67.3% | +64.7% |
| 5Y | +78.4% | -67.7% | +146.1% | +84.1% |
| All | +205.4% | +66.6% | +138.8% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling