+124.3%
EIX vs AMBA
+722.2%
-597.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.4% | +8.5% | -0.4% |
| 7D | +2.5% | -14.6% | +17.1% | +3.4% |
| 30D | +14.1% | -18.8% | +32.9% | +15.4% |
| 3M | -9.4% | -32.6% | +23.2% | -7.5% |
| 6M | -9.1% | -25.8% | +16.7% | -8.8% |
| YTD | +7.1% | -22.1% | +29.3% | +6.7% |
| 1Y | +13.3% | -36.2% | +49.5% | +14.1% |
| 3Y | +10.9% | +10.0% | +0.9% | +5.2% |
| 5Y | +21.0% | -71.6% | +92.5% | +21.4% |
| 10Y | +33.6% | -4.7% | +38.3% | +18.9% |
| All | +124.3% | +722.2% | -597.9% | +80.9% |
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