+1,286.6%
EME vs AMBA
-5.3%
+1,291.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.3% |
| 7D | +5.2% | -6.4% | +11.6% | +6.6% |
| 30D | -5.4% | -26.8% | +21.5% | +1.2% |
| 3M | -6.1% | -7.6% | +1.5% | -6.1% |
| 6M | +9.7% | +21.2% | -11.5% | +1.9% |
| YTD | +26.6% | -10.4% | +37.0% | +24.8% |
| 1Y | +24.6% | -24.4% | +49.1% | +26.2% |
| 3Y | +249.6% | +6.0% | +243.6% | +214.9% |
| 5Y | +556.6% | -53.9% | +610.4% | +538.9% |
| 10Y | +1,286.6% | -6.2% | +1,292.8% | +909.6% |
| All | +1,286.6% | -5.3% | +1,291.9% | +909.6% |
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