+32.0%
EL vs AMBA
-7.1%
+39.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.7% | +3.1% |
| 7D | +0.8% | -11.0% | +11.8% | +3.3% |
| 30D | +19.8% | -23.2% | +43.0% | +26.5% |
| 3M | +25.7% | -12.7% | +38.4% | +25.7% |
| 6M | +5.4% | +11.2% | -5.8% | -1.5% |
| YTD | +0.2% | -11.2% | +11.4% | -2.2% |
| 1Y | +20.4% | -22.5% | +43.0% | +19.5% |
| 3Y | -32.1% | -1.3% | -30.8% | -39.7% |
| 5Y | -67.2% | -54.2% | -13.0% | -68.4% |
| All | +32.0% | -7.1% | +39.0% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling