+362.7%
AEM vs AMBA
-0.9%
+363.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.8% | +1.0% |
| 7D | +15.8% | -7.2% | +23.1% | +16.3% |
| 30D | +6.2% | -10.4% | +16.6% | +6.8% |
| 3M | +14.3% | -30.1% | +44.5% | +16.7% |
| 6M | +1.4% | -22.4% | +23.8% | +2.0% |
| YTD | +13.7% | -17.3% | +31.1% | +13.6% |
| 1Y | +21.3% | -35.4% | +56.7% | +22.6% |
| 3Y | +309.9% | +18.6% | +291.3% | +296.4% |
| 5Y | +301.0% | -69.8% | +370.8% | +292.2% |
| All | +362.7% | -0.9% | +363.6% | +327.2% |
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 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