+392.9%
EAT vs AMBA
-7.1%
+399.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | 0.0% | -11.0% | +11.0% | +3.1% |
| 30D | +1.9% | -23.2% | +25.0% | +9.1% |
| 3M | +68.7% | -12.7% | +81.4% | +68.2% |
| 6M | +66.9% | +11.2% | +55.7% | +51.7% |
| YTD | +60.4% | -11.2% | +71.6% | +53.9% |
| 1Y | +44.0% | -22.5% | +66.5% | +40.5% |
| 3Y | +604.7% | -1.3% | +606.0% | +488.1% |
| 5Y | +347.0% | -54.2% | +401.2% | +320.9% |
| All | +392.9% | -7.1% | +399.9% | +215.6% |
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 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