+18.7%
AEM vs AMBA
-25.6%
+44.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.7% | +11.4% | +9.8% |
| 7D | +0.2% | -8.1% | +8.3% | +1.1% |
| 30D | +0.1% | -10.8% | +10.8% | +1.2% |
| 3M | +22.1% | -25.9% | +48.0% | +25.4% |
| 6M | +2.4% | -13.9% | +16.3% | +1.9% |
| YTD | +8.9% | -14.0% | +22.9% | +6.8% |
| 1Y | +18.7% | -25.7% | +44.4% | +17.3% |
| All | +18.7% | -25.6% | +44.3% | +17.3% |
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