+368.9%
AEM vs AMBA
+772.6%
-403.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.8% | +0.9% |
| 7D | +15.8% | -7.2% | +23.1% | +16.3% |
| 30D | +6.2% | -10.4% | +16.6% | +6.9% |
| 3M | +14.3% | -30.1% | +44.5% | +16.8% |
| 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% | +22.7% |
| 3Y | +309.9% | +18.6% | +291.3% | +294.0% |
| 5Y | +301.0% | -69.8% | +370.8% | +299.7% |
| 10Y | +344.0% | +1.1% | +342.9% | +301.0% |
| All | +368.9% | +772.6% | -403.7% | +240.6% |
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