+7.5%
EMB vs AMBA
-69.7%
+77.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -0.9% | +2.7% | -3.6% | -1.1% |
| 30D | +0.4% | -2.2% | +2.5% | +0.4% |
| 3M | -3.1% | -26.6% | +23.5% | -1.6% |
| 6M | -2.1% | -26.8% | +24.7% | -1.4% |
| YTD | -1.1% | -15.1% | +14.0% | -1.8% |
| 1Y | -0.1% | -32.3% | +32.2% | +0.6% |
| 3Y | +29.6% | +19.8% | +9.8% | +21.6% |
| All | +7.5% | -69.7% | +77.2% | +4.8% |
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 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