+31.1%
EMB vs AMBA
+12.8%
+18.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.6% | +0.3% |
| 7D | +0.8% | 0.0% | +0.9% | +0.8% |
| 30D | +1.5% | -8.6% | +10.1% | +1.9% |
| 3M | -1.9% | -29.0% | +27.0% | -0.2% |
| 6M | -1.6% | -19.2% | +17.6% | -1.5% |
| YTD | 0.0% | -13.0% | +13.0% | -0.8% |
| 1Y | +1.1% | -31.3% | +32.3% | +1.6% |
| 3Y | +30.9% | +28.1% | +2.7% | +23.3% |
| 5Y | +7.1% | -69.4% | +76.5% | +7.2% |
| 10Y | +31.1% | +7.6% | +23.5% | +16.2% |
| All | +31.1% | +12.8% | +18.3% | +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