+882.5%
EME vs AMBA
+0.6%
+881.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | +11.3% | +10.7% | +0.7% | +8.9% |
| 30D | -14.6% | -5.0% | -9.5% | -13.6% |
| 3M | -20.4% | -26.9% | +6.5% | -15.3% |
| 6M | -28.3% | -21.9% | -6.4% | -26.7% |
| YTD | +8.6% | -13.8% | +22.4% | +7.5% |
| 1Y | +3.2% | -36.1% | +39.3% | +8.4% |
| 3Y | +216.8% | +21.6% | +195.1% | +177.0% |
| 5Y | +417.5% | -68.8% | +486.2% | +451.3% |
| All | +882.5% | +0.6% | +881.9% | +583.7% |
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