+29.7%
EMB vs AMBA
-5.3%
+35.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | +0.3% | -6.4% | +6.7% | +0.7% |
| 30D | -0.5% | -26.8% | +26.4% | +1.3% |
| 3M | +0.3% | -7.6% | +7.9% | +0.1% |
| 6M | +1.2% | +21.2% | -20.0% | -1.2% |
| YTD | +1.5% | -10.4% | +11.9% | +0.7% |
| 1Y | +4.8% | -24.4% | +29.2% | +4.7% |
| 3Y | +30.4% | +6.0% | +24.4% | +24.6% |
| 5Y | +7.3% | -53.9% | +61.1% | +4.8% |
| 10Y | +29.7% | -6.2% | +35.9% | +16.2% |
| All | +29.7% | -5.3% | +35.0% | +16.2% |
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