+190.6%
EME vs AMBA
+16.7%
+173.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -3.9% | +0.7% |
| 7D | -10.5% | -7.2% | -3.2% | -8.8% |
| 30D | -22.4% | -10.4% | -12.0% | -20.4% |
| 3M | -24.7% | -30.1% | +5.4% | -18.3% |
| 6M | -35.5% | -22.4% | -13.0% | -34.0% |
| YTD | -0.3% | -17.3% | +17.0% | -1.2% |
| 1Y | -6.7% | -35.4% | +28.7% | -2.2% |
| 3Y | +190.6% | +18.6% | +172.0% | +149.6% |
| All | +190.6% | +16.7% | +173.9% | +149.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling