+89.6%
EMR vs AMBA
-69.1%
+158.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | +0.7% | -2.6% | +3.3% | +1.1% |
| 30D | +3.5% | -10.5% | +14.0% | +5.4% |
| 3M | +5.9% | -26.4% | +32.3% | +11.3% |
| 6M | +19.4% | -20.9% | +40.3% | +20.3% |
| YTD | +27.7% | -14.8% | +42.5% | +25.6% |
| 1Y | +30.9% | -36.1% | +67.0% | +35.3% |
| 3Y | +104.2% | +20.2% | +83.9% | +78.2% |
| 5Y | +89.6% | -67.2% | +156.9% | +76.0% |
| All | +89.6% | -69.1% | +158.8% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling