-2.8%
EOSE vs AMBA
+16.7%
-19.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +6.1% | -13.6% | -10.2% |
| 7D | -7.9% | -7.2% | -0.7% | -4.8% |
| 30D | -43.9% | -10.4% | -33.5% | -41.0% |
| 3M | -55.8% | -30.1% | -25.7% | -48.3% |
| 6M | -73.4% | -22.4% | -51.0% | -71.9% |
| YTD | -84.8% | -17.3% | -67.5% | -84.6% |
| 1Y | -88.6% | -35.4% | -53.2% | -87.3% |
| 3Y | -2.8% | +18.6% | -21.4% | -12.0% |
| All | -2.8% | +16.7% | -19.5% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling