+2,357.8%
EME vs AMBA
+818.6%
+1,539.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.3% | +2.0% | +6.3% |
| 7D | -4.4% | 0.0% | -4.3% | -4.3% |
| 30D | -17.3% | -8.6% | -8.7% | -15.9% |
| 3M | -20.0% | -29.0% | +8.9% | -15.1% |
| 6M | -29.1% | -19.2% | -9.9% | -28.1% |
| YTD | +6.9% | -13.0% | +19.9% | +6.0% |
| 1Y | +0.8% | -31.3% | +32.0% | +3.8% |
| 3Y | +214.4% | +28.1% | +186.3% | +178.8% |
| 5Y | +404.2% | -69.4% | +473.6% | +433.4% |
| 10Y | +941.9% | +7.6% | +934.3% | +715.7% |
| All | +2,357.8% | +818.6% | +1,539.2% | +1,201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling