-31.3%
EFX vs AMBA
-70.4%
+39.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.3% | -3.1% |
| 7D | +2.7% | -7.2% | +9.9% | +3.7% |
| 30D | +33.1% | -10.4% | +43.5% | +34.7% |
| 3M | +8.2% | -30.1% | +38.3% | +13.4% |
| 6M | +10.2% | -22.4% | +32.6% | +9.4% |
| YTD | -11.8% | -17.3% | +5.5% | -14.6% |
| 1Y | -6.1% | -35.4% | +29.3% | -4.9% |
| 3Y | +7.5% | +18.6% | -11.1% | -11.9% |
| All | -31.3% | -70.4% | +39.2% | -33.9% |
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 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