+8.5%
AEIS vs AMBA
-35.5%
+43.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -3.3% |
| 7D | +11.5% | +2.7% | +8.8% | +10.5% |
| 30D | -15.8% | -2.2% | -13.6% | -14.4% |
| 3M | -33.3% | -26.6% | -6.7% | -24.9% |
| 6M | -35.2% | -26.8% | -8.4% | -29.2% |
| YTD | +5.0% | -15.1% | +20.2% | +4.8% |
| 1Y | +8.5% | -32.3% | +40.7% | +11.3% |
| All | +8.5% | -35.5% | +43.9% | +11.3% |
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