+1.0%
EL vs AMBA
+10.0%
-9.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.4% | +5.5% | -2.2% |
| 7D | -1.1% | -14.6% | +13.5% | +1.7% |
| 30D | +15.3% | -18.8% | +34.1% | +19.4% |
| 3M | +24.2% | -32.6% | +56.8% | +32.7% |
| 6M | +30.9% | -25.8% | +56.7% | +32.1% |
| YTD | +3.9% | -22.1% | +26.0% | +2.3% |
| 1Y | +19.9% | -36.2% | +56.1% | +22.5% |
| All | +1.0% | +10.0% | -9.0% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling