+2,737.5%
EME vs AMBA
+837.3%
+1,900.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +1.9% | -11.0% | +12.8% | +4.1% |
| 30D | -8.3% | -23.2% | +14.9% | -3.7% |
| 3M | -10.7% | -12.7% | +2.0% | -9.9% |
| 6M | +1.9% | +11.2% | -9.3% | -2.6% |
| YTD | +23.5% | -11.2% | +34.7% | +22.4% |
| 1Y | +18.0% | -22.5% | +40.5% | +18.9% |
| 3Y | +236.1% | -1.3% | +237.4% | +212.4% |
| 5Y | +527.9% | -54.2% | +582.0% | +518.8% |
| 10Y | +1,252.8% | -6.1% | +1,258.9% | +977.8% |
| All | +2,737.5% | +837.3% | +1,900.3% | +1,402.4% |
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