+283.7%
EOG vs AMBA
+772.6%
-488.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.1% | -4.6% | +0.7% |
| 7D | -11.1% | -7.2% | -3.9% | -10.3% |
| 30D | +2.7% | -10.4% | +13.1% | +4.0% |
| 3M | +8.8% | -30.1% | +38.9% | +13.5% |
| 6M | +10.8% | -22.4% | +33.2% | +11.1% |
| YTD | +44.6% | -17.3% | +61.9% | +42.2% |
| 1Y | +44.6% | -35.4% | +80.0% | +46.8% |
| 3Y | +29.5% | +18.6% | +10.9% | +13.7% |
| 5Y | +96.3% | -69.8% | +166.1% | +100.6% |
| 10Y | +122.4% | +1.1% | +121.3% | +68.6% |
| All | +283.7% | +772.6% | -488.8% | +95.0% |
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