+409.9%
AEE vs AMBA
+837.3%
-427.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.1% |
| 7D | +0.3% | -11.0% | +11.3% | +0.7% |
| 30D | -2.3% | -23.2% | +20.9% | -1.4% |
| 3M | +0.2% | -12.7% | +12.9% | +0.2% |
| 6M | -4.7% | +11.2% | -16.0% | -6.0% |
| YTD | +8.1% | -11.2% | +19.3% | +7.6% |
| 1Y | +8.5% | -22.5% | +31.1% | +8.3% |
| 3Y | +48.9% | -1.3% | +50.2% | +44.6% |
| 5Y | +39.9% | -54.2% | +94.1% | +37.5% |
| 10Y | +186.5% | -6.1% | +192.7% | +160.3% |
| All | +409.9% | +837.3% | -427.4% | +305.2% |
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 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