+337.0%
AEM vs AMBA
-9.0%
+346.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.5% | -11.0% | +10.4% | +0.2% |
| 30D | +24.0% | -23.2% | +47.2% | +26.0% |
| 3M | +16.1% | -12.7% | +28.8% | +16.4% |
| 6M | -11.6% | +11.2% | -22.8% | -13.0% |
| YTD | +21.5% | -11.2% | +32.8% | +21.0% |
| 1Y | +39.2% | -22.5% | +61.7% | +39.2% |
| 3Y | +347.4% | -1.3% | +348.7% | +334.9% |
| 5Y | +290.1% | -54.2% | +344.3% | +276.0% |
| All | +337.0% | -9.0% | +346.0% | +317.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling