-82.0%
EOSE vs AMBA
+10.1%
-92.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.3% | -6.8% | -7.9% |
| 7D | -3.7% | +10.7% | -14.4% | -8.3% |
| 30D | -22.0% | -5.0% | -16.9% | -19.5% |
| 3M | -57.3% | -26.9% | -30.4% | -50.4% |
| 6M | -77.7% | -21.9% | -55.7% | -76.5% |
| YTD | -84.2% | -13.8% | -70.4% | -84.2% |
| 1Y | -89.5% | -36.1% | -53.4% | -88.0% |
| 3Y | +41.4% | +21.6% | +19.8% | +6.6% |
| 5Y | -83.0% | -68.8% | -14.2% | -79.9% |
| All | -82.0% | +10.1% | -92.1% | -75.1% |
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 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