+167.8%
EQT vs AMBA
-66.8%
+234.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.0% |
| 7D | +0.3% | +2.6% | -2.3% | 0.0% |
| 30D | -0.7% | -3.6% | +2.9% | -0.5% |
| 3M | -2.8% | -24.6% | +21.8% | -0.5% |
| 6M | -6.1% | -21.6% | +15.5% | -5.7% |
| YTD | -0.5% | -11.8% | +11.3% | -2.2% |
| 1Y | -12.1% | -33.2% | +21.0% | -11.1% |
| 3Y | +40.4% | +24.5% | +15.9% | +26.7% |
| 5Y | +167.8% | -67.7% | +235.4% | +143.9% |
| All | +167.8% | -66.8% | +234.5% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling