+18.0%
EME vs AMBA
-20.7%
+38.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +1.9% | -11.0% | +12.8% | +4.5% |
| 30D | -8.3% | -23.2% | +14.9% | -2.8% |
| 3M | -10.7% | -12.7% | +2.0% | -9.8% |
| 6M | +1.9% | +11.2% | -9.3% | -5.6% |
| YTD | +23.5% | -11.2% | +34.7% | +19.1% |
| 1Y | +18.0% | -22.5% | +40.5% | +14.5% |
| All | +18.0% | -20.7% | +38.6% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling