+127.4%
ED vs AMBA
-0.9%
+128.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.1% | -8.5% | -2.3% |
| 7D | +1.6% | -7.2% | +8.9% | +1.6% |
| 30D | +13.3% | -10.4% | +23.7% | +13.2% |
| 3M | +9.7% | -30.1% | +39.8% | +9.6% |
| 6M | +12.8% | -22.4% | +35.2% | +12.7% |
| YTD | +22.3% | -17.3% | +39.7% | +22.2% |
| 1Y | +26.3% | -35.4% | +61.7% | +26.4% |
| 3Y | +45.0% | +18.6% | +26.4% | +42.6% |
| 5Y | +80.2% | -69.8% | +150.0% | +80.7% |
| All | +127.4% | -0.9% | +128.3% | +112.0% |
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 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