+28.1%
EMB vs AMBA
-0.9%
+29.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.4% |
| 7D | -0.1% | -7.2% | +7.1% | +0.3% |
| 30D | +1.3% | -10.4% | +11.7% | +1.8% |
| 3M | -2.7% | -30.1% | +27.4% | -0.9% |
| 6M | -2.8% | -22.4% | +19.6% | -2.5% |
| YTD | -1.1% | -17.3% | +16.2% | -1.6% |
| 1Y | 0.0% | -35.4% | +35.4% | +0.9% |
| 3Y | +28.8% | +18.6% | +10.2% | +21.9% |
| 5Y | +6.0% | -69.8% | +75.8% | +6.2% |
| All | +28.1% | -0.9% | +29.0% | +13.8% |
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