+349.7%
EFX vs AMBA
+772.6%
-422.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.3% | -2.9% |
| 7D | +2.7% | -7.2% | +9.9% | +3.5% |
| 30D | +33.1% | -10.4% | +43.5% | +34.4% |
| 3M | +8.2% | -30.1% | +38.3% | +12.1% |
| 6M | +10.2% | -22.4% | +32.6% | +9.9% |
| YTD | -11.8% | -17.3% | +5.5% | -13.4% |
| 1Y | -6.1% | -35.4% | +29.3% | -5.1% |
| 3Y | +7.5% | +18.6% | -11.1% | -3.4% |
| 5Y | -30.7% | -69.8% | +39.1% | -30.6% |
| 10Y | +68.7% | +1.1% | +67.6% | +42.7% |
| All | +349.7% | +772.6% | -422.9% | +206.9% |
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