+199.4%
CTVA vs AMBA
+56.1%
+143.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -1.9% |
| 7D | +2.2% | -7.2% | +9.5% | +3.1% |
| 30D | -17.6% | -10.4% | -7.3% | -16.7% |
| 3M | +3.4% | -30.1% | +33.5% | +7.7% |
| 6M | -2.6% | -22.4% | +19.9% | -2.6% |
| YTD | +19.1% | -17.3% | +36.5% | +16.9% |
| 1Y | +26.8% | -35.4% | +62.2% | +28.7% |
| 3Y | +63.9% | +18.6% | +45.3% | +41.5% |
| 5Y | +75.7% | -69.8% | +145.5% | +82.6% |
| All | +199.4% | +56.1% | +143.3% | +42.9% |
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