+24.3%
CTVA vs AMBA
-33.2%
+57.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.3% | -3.5% | +1.9% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -8.5% | -8.6% | +0.1% | -8.7% |
| 3M | +5.3% | -29.0% | +34.2% | +4.7% |
| 6M | -0.1% | -19.2% | +19.1% | -0.4% |
| YTD | +21.2% | -13.0% | +34.2% | +21.2% |
| All | +24.3% | -33.2% | +57.5% | +25.2% |
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