+27.2%
EL vs AMBA
-32.7%
+59.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -3.9% | +1.7% |
| 7D | +0.8% | -7.2% | +8.0% | +1.3% |
| 30D | +16.5% | -10.4% | +26.9% | +17.3% |
| 3M | +29.2% | -30.1% | +59.3% | +32.8% |
| 6M | +27.9% | -22.4% | +50.3% | +27.4% |
| YTD | +6.2% | -17.3% | +23.5% | +2.2% |
| 1Y | +27.2% | -35.4% | +62.6% | +23.9% |
| All | +27.2% | -32.7% | +59.9% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling