-66.0%
EL vs AMBA
-70.4%
+4.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -3.9% | +0.9% |
| 7D | +0.8% | -7.2% | +8.0% | +2.4% |
| 30D | +16.5% | -10.4% | +26.9% | +19.0% |
| 3M | +29.2% | -30.1% | +59.3% | +38.7% |
| 6M | +27.9% | -22.4% | +50.3% | +28.4% |
| YTD | +6.2% | -17.3% | +23.5% | +3.7% |
| 1Y | +27.2% | -35.4% | +62.6% | +31.0% |
| 3Y | +3.2% | +18.6% | -15.4% | -16.5% |
| All | -66.0% | -70.4% | +4.5% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling