+895.4%
EME vs AMBA
+4.2%
+891.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.7% |
| 7D | -8.8% | -2.6% | -6.1% | -8.2% |
| 30D | -18.2% | -10.5% | -7.7% | -16.2% |
| 3M | -20.2% | -26.4% | +6.2% | -15.1% |
| 6M | -29.9% | -20.9% | -9.0% | -28.6% |
| YTD | +5.7% | -14.8% | +20.5% | +5.0% |
| 1Y | -1.5% | -36.1% | +34.6% | +3.4% |
| 3Y | +208.4% | +20.2% | +188.2% | +170.4% |
| 5Y | +401.9% | -67.2% | +469.1% | +428.7% |
| All | +895.4% | +4.2% | +891.2% | +595.2% |
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