-32.8%
EFX vs AMBA
-54.5%
+21.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.2% |
| 7D | -8.6% | -11.0% | +2.3% | -7.0% |
| 30D | +0.1% | -23.2% | +23.3% | +4.2% |
| 3M | +3.8% | -12.7% | +16.6% | +3.1% |
| 6M | -13.5% | +11.2% | -24.7% | -19.7% |
| YTD | -17.7% | -11.2% | -6.4% | -20.5% |
| 1Y | -25.6% | -22.5% | -3.0% | -27.2% |
| 3Y | -12.1% | -1.3% | -10.8% | -23.6% |
| All | -32.8% | -54.5% | +21.7% | -39.1% |
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