+93.9%
EFV vs AMBA
-69.7%
+163.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 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% | +1.4% |
| 6M | +5.5% | -26.8% | +32.3% | +6.8% |
| YTD | +16.1% | -15.1% | +31.2% | +14.7% |
| 1Y | +20.3% | -32.3% | +52.5% | +21.6% |
| 3Y | +90.4% | +19.8% | +70.6% | +71.4% |
| All | +93.9% | -69.7% | +163.6% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling