+444.3%
AEE vs AMBA
+772.6%
-328.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.2% |
| 7D | +2.1% | -7.2% | +9.3% | +2.3% |
| 30D | +11.4% | -10.4% | +21.8% | +11.7% |
| 3M | +5.0% | -30.1% | +35.1% | +6.1% |
| 6M | +4.4% | -22.4% | +26.9% | +4.6% |
| YTD | +15.4% | -17.3% | +32.7% | +15.0% |
| 1Y | +13.8% | -35.4% | +49.2% | +14.3% |
| 3Y | +58.0% | +18.6% | +39.4% | +51.8% |
| 5Y | +52.9% | -69.8% | +122.8% | +53.3% |
| 10Y | +205.1% | +1.1% | +204.0% | +176.1% |
| All | +444.3% | +772.6% | -328.3% | +333.1% |
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