+201.5%
EFV vs AMBA
+772.6%
-571.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -2.1% |
| 7D | -0.7% | -7.2% | +6.6% | +0.1% |
| 30D | +0.9% | -10.4% | +11.3% | +1.9% |
| 3M | -3.6% | -30.1% | +26.6% | 0.0% |
| 6M | +2.5% | -22.4% | +25.0% | +3.2% |
| YTD | +13.2% | -17.3% | +30.5% | +12.3% |
| 1Y | +20.3% | -35.4% | +55.7% | +22.4% |
| 3Y | +84.9% | +18.6% | +66.3% | +68.3% |
| 5Y | +87.7% | -69.8% | +157.5% | +90.9% |
| 10Y | +160.7% | +1.1% | +159.6% | +115.5% |
| All | +201.5% | +772.6% | -571.0% | +101.9% |
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