+280.3%
EMR vs AMBA
+0.6%
+279.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | +2.7% | +10.7% | -8.0% | +0.6% |
| 30D | +2.1% | -5.0% | +7.1% | +2.9% |
| 3M | +2.3% | -26.9% | +29.2% | +8.0% |
| 6M | +22.5% | -21.9% | +44.4% | +23.8% |
| YTD | +27.2% | -13.8% | +41.0% | +24.9% |
| 1Y | +28.0% | -36.1% | +64.1% | +32.7% |
| 3Y | +103.4% | +21.6% | +81.8% | +75.9% |
| 5Y | +88.2% | -68.8% | +156.9% | +95.0% |
| All | +280.3% | +0.6% | +279.6% | +158.9% |
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