+162.2%
EFV vs AMBA
-0.9%
+163.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +2.5% | +2.7% | -0.1% | +2.2% |
| 30D | +2.9% | -2.2% | +5.1% | +3.0% |
| 3M | -1.4% | -26.6% | +25.2% | +2.0% |
| 6M | +5.5% | -26.8% | +32.3% | +7.1% |
| YTD | +16.1% | -15.1% | +31.2% | +14.5% |
| 1Y | +20.3% | -32.3% | +52.5% | +21.8% |
| 3Y | +90.4% | +19.8% | +70.6% | +69.8% |
| 5Y | +93.5% | -69.2% | +162.7% | +97.5% |
| All | +162.2% | -0.9% | +163.2% | +97.1% |
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