+311.3%
EMR vs AMBA
-0.9%
+312.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -1.3% |
| 7D | -1.6% | -7.2% | +5.7% | -0.2% |
| 30D | +2.0% | -10.4% | +12.3% | +3.9% |
| 3M | +3.8% | -30.1% | +33.9% | +10.5% |
| 6M | +10.5% | -22.4% | +33.0% | +11.8% |
| YTD | +23.7% | -17.3% | +41.1% | +22.5% |
| 1Y | +25.4% | -35.4% | +60.8% | +29.7% |
| 3Y | +86.6% | +18.6% | +67.9% | +62.1% |
| 5Y | +83.0% | -69.8% | +152.8% | +90.6% |
| All | +311.3% | -0.9% | +312.2% | +182.6% |
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 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