+681.2%
EAT vs AMBA
+722.2%
-41.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.4% | +5.9% | -1.5% |
| 7D | -3.3% | -14.6% | +11.3% | -0.1% |
| 30D | +11.7% | -18.8% | +30.5% | +16.2% |
| 3M | -5.9% | -32.6% | +26.7% | +1.3% |
| 6M | +46.7% | -25.8% | +72.5% | +48.5% |
| YTD | +48.2% | -22.1% | +70.3% | +46.6% |
| 1Y | +105.4% | -36.2% | +141.6% | +110.9% |
| 3Y | +502.8% | +10.0% | +492.8% | +411.3% |
| 5Y | +376.3% | -71.6% | +447.8% | +406.4% |
| 10Y | +400.0% | -4.7% | +404.7% | +295.9% |
| All | +681.2% | +722.2% | -41.0% | +349.0% |
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