+28.0%
EL vs AMBA
-33.2%
+61.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.3% | -2.5% | +2.4% |
| 7D | +8.0% | 0.0% | +8.1% | +7.9% |
| 30D | +15.4% | -8.6% | +24.0% | +16.0% |
| 3M | +28.5% | -29.0% | +57.5% | +31.9% |
| 6M | +32.2% | -19.2% | +51.4% | +31.4% |
| YTD | +9.2% | -13.0% | +22.2% | +4.6% |
| All | +28.0% | -33.2% | +61.3% | +23.4% |
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