+276.1%
EOG vs AMBA
+837.3%
-561.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | +1.3% | -11.0% | +12.2% | +2.9% |
| 30D | +8.2% | -23.2% | +31.3% | +11.9% |
| 3M | +3.8% | -12.7% | +16.5% | +3.7% |
| 6M | +15.3% | +11.2% | +4.1% | +9.8% |
| YTD | +41.7% | -11.2% | +52.9% | +38.6% |
| 1Y | +23.6% | -22.5% | +46.1% | +22.0% |
| 3Y | +23.3% | -1.3% | +24.6% | +12.0% |
| 5Y | +170.4% | -54.2% | +224.6% | +156.8% |
| 10Y | +125.5% | -6.1% | +131.6% | +72.8% |
| All | +276.1% | +837.3% | -561.1% | +90.1% |
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