+29.4%
EMB vs AMBA
+16.7%
+12.7%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.2% |
| 7D | -0.1% | -7.2% | +7.1% | +0.1% |
| 30D | +1.3% | -10.4% | +11.7% | +1.6% |
| 3M | -2.2% | -30.1% | +27.9% | -1.2% |
| 6M | -2.3% | -22.4% | +20.1% | -2.2% |
| YTD | -0.6% | -17.3% | +16.7% | -1.0% |
| 1Y | +0.5% | -35.4% | +35.9% | +1.0% |
| 3Y | +29.4% | +18.6% | +10.8% | +23.3% |
| All | +29.4% | +16.7% | +12.7% | +23.3% |
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