-2.1%
EME vs AMBA
-25.6%
+23.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.7% | -7.9% | -9.3% |
| 7D | -5.8% | -8.1% | +2.3% | -4.2% |
| 30D | -17.9% | -10.8% | -7.2% | -16.1% |
| 3M | -22.0% | -25.9% | +3.9% | -17.5% |
| 6M | -29.7% | -13.9% | -15.8% | -30.0% |
| YTD | +4.7% | -14.0% | +18.7% | +1.2% |
| 1Y | -2.1% | -25.7% | +23.6% | -4.3% |
| All | -2.1% | -25.6% | +23.5% | -4.3% |
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 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