+217.7%
EFV vs AMBA
+837.3%
-619.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | +1.5% | -11.0% | +12.5% | +2.8% |
| 30D | +1.7% | -23.2% | +24.9% | +4.7% |
| 3M | +8.6% | -12.7% | +21.4% | +8.8% |
| 6M | +11.7% | +11.2% | +0.5% | +7.9% |
| YTD | +19.3% | -11.2% | +30.5% | +17.8% |
| 1Y | +30.2% | -22.5% | +52.7% | +29.7% |
| 3Y | +91.6% | -1.3% | +92.9% | +78.9% |
| 5Y | +96.4% | -54.2% | +150.6% | +90.3% |
| 10Y | +166.5% | -6.1% | +172.6% | +121.6% |
| All | +217.7% | +837.3% | -619.5% | +111.8% |
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