+201.0%
ED vs AMBA
+837.3%
-636.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.3% |
| 7D | -0.2% | -11.0% | +10.8% | -0.2% |
| 30D | -0.1% | -23.2% | +23.0% | -0.1% |
| 3M | +3.9% | -12.7% | +16.6% | +3.9% |
| 6M | -3.0% | +11.2% | -14.2% | -3.2% |
| YTD | +10.7% | -11.2% | +21.9% | +10.6% |
| 1Y | +13.3% | -22.5% | +35.9% | +13.3% |
| 3Y | +34.5% | -1.3% | +35.8% | +33.3% |
| 5Y | +67.1% | -54.2% | +121.3% | +66.2% |
| 10Y | +103.0% | -6.1% | +109.2% | +94.9% |
| All | +201.0% | +837.3% | -636.3% | +170.9% |
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