+163.0%
EFV vs AMBA
-5.3%
+168.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +1.0% | -6.4% | +7.4% | +1.8% |
| 30D | +0.2% | -26.8% | +27.0% | +4.1% |
| 3M | +9.6% | -7.6% | +17.2% | +9.1% |
| 6M | +14.0% | +21.2% | -7.2% | +8.3% |
| YTD | +18.5% | -10.4% | +28.8% | +16.6% |
| 1Y | +27.9% | -24.4% | +52.3% | +27.6% |
| 3Y | +92.4% | +6.0% | +86.4% | +75.4% |
| 5Y | +97.2% | -53.9% | +151.1% | +88.9% |
| 10Y | +163.0% | -6.2% | +169.2% | +102.1% |
| All | +163.0% | -5.3% | +168.3% | +102.1% |
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