+1,886.3%
AEIS vs AMBA
+831.3%
+1,055.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.5% | +0.9% | +3.2% |
| 7D | +9.5% | +2.6% | +6.9% | +8.9% |
| 30D | -17.5% | -3.6% | -13.9% | -16.0% |
| 3M | -29.3% | -24.6% | -4.7% | -22.0% |
| 6M | -34.7% | -21.6% | -13.1% | -30.7% |
| YTD | +10.7% | -11.8% | +22.5% | +11.5% |
| 1Y | +7.4% | -33.2% | +40.6% | +17.4% |
| 3Y | +161.1% | +24.5% | +136.6% | +122.4% |
| 5Y | +150.7% | -67.7% | +218.4% | +193.5% |
| 10Y | +360.8% | +4.7% | +356.1% | +252.2% |
| All | +1,886.3% | +831.3% | +1,055.0% | +931.3% |
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 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