+905.3%
AMBA vs EXR
+693.0%
+212.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.9% |
| 7D | -8.1% | +11.3% | -19.3% | -12.0% |
| 30D | -10.8% | +21.2% | -31.9% | -17.4% |
| 3M | -25.9% | +8.7% | -34.6% | -28.5% |
| 6M | -13.9% | +18.2% | -32.1% | -20.5% |
| YTD | -14.0% | +27.9% | -42.0% | -23.4% |
| 1Y | -25.7% | +28.3% | -54.0% | -34.1% |
| 3Y | +21.5% | +71.7% | -50.2% | -6.2% |
| 5Y | -68.9% | -0.6% | -68.3% | -70.3% |
| 10Y | +5.2% | +229.0% | -223.8% | -34.1% |
| All | +905.3% | +693.0% | +212.3% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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