+231.7%
CTVA vs AMBA
+67.7%
+164.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +4.9% | -11.0% | +15.9% | +6.5% |
| 30D | +11.9% | -23.2% | +35.1% | +15.7% |
| 3M | +13.7% | -12.7% | +26.4% | +13.1% |
| 6M | +13.1% | +11.2% | +1.9% | +7.4% |
| YTD | +32.0% | -11.2% | +43.2% | +29.0% |
| 1Y | +22.1% | -22.5% | +44.6% | +20.5% |
| 3Y | +77.5% | -1.3% | +78.8% | +59.7% |
| 5Y | +106.3% | -54.2% | +160.4% | +92.6% |
| All | +231.7% | +67.7% | +164.0% | +57.7% |
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