+87.7%
EFV vs AMBA
-70.4%
+158.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -2.0% |
| 7D | -0.7% | -7.2% | +6.6% | 0.0% |
| 30D | +0.9% | -10.4% | +11.3% | +1.8% |
| 3M | -3.6% | -30.1% | +26.6% | -0.3% |
| 6M | +2.5% | -22.4% | +25.0% | +3.0% |
| YTD | +13.2% | -17.3% | +30.5% | +12.2% |
| 1Y | +20.3% | -35.4% | +55.7% | +22.2% |
| 3Y | +84.9% | +18.6% | +66.3% | +66.6% |
| All | +87.7% | -70.4% | +158.1% | +81.1% |
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