+388.2%
AEP vs AMBA
+810.0%
-421.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.2% |
| 7D | +2.5% | +10.7% | -8.2% | +2.2% |
| 30D | +3.4% | -5.0% | +8.4% | +3.4% |
| 3M | +4.2% | -26.9% | +31.1% | +4.8% |
| 6M | -0.8% | -21.9% | +21.1% | -0.7% |
| YTD | +15.2% | -13.8% | +29.0% | +14.9% |
| 1Y | +8.3% | -36.1% | +44.4% | +8.7% |
| 3Y | +84.2% | +21.6% | +62.5% | +79.1% |
| 5Y | +87.8% | -68.8% | +156.6% | +87.9% |
| 10Y | +204.4% | +2.3% | +202.1% | +184.4% |
| All | +388.2% | +810.0% | -421.8% | +308.3% |
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