+387.6%
EMR vs AMBA
+722.2%
-334.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.4% | +4.8% | -3.0% |
| 7D | -4.8% | -14.6% | +9.8% | -2.3% |
| 30D | +0.7% | -18.8% | +19.5% | +4.1% |
| 3M | +0.4% | -32.6% | +33.0% | +6.7% |
| 6M | +18.4% | -25.8% | +44.2% | +20.6% |
| YTD | +23.9% | -22.1% | +46.0% | +24.4% |
| 1Y | +24.7% | -36.2% | +60.9% | +28.8% |
| 3Y | +86.4% | +10.0% | +76.4% | +68.8% |
| 5Y | +83.3% | -71.6% | +154.9% | +91.8% |
| 10Y | +320.2% | -4.7% | +324.9% | +235.2% |
| All | +387.6% | +722.2% | -334.6% | +174.0% |
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 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