+87.7%
EQT vs AMBA
+837.3%
-749.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +1.1% | -11.0% | +12.1% | +2.5% |
| 30D | +7.7% | -23.2% | +30.9% | +11.1% |
| 3M | +0.2% | -12.7% | +12.9% | +0.3% |
| 6M | -9.5% | +11.2% | -20.7% | -13.2% |
| YTD | +3.8% | -11.2% | +15.1% | +2.0% |
| 1Y | +7.8% | -22.5% | +30.3% | +6.8% |
| 3Y | +30.1% | -1.3% | +31.5% | +20.1% |
| 5Y | +188.6% | -54.2% | +242.8% | +176.4% |
| 10Y | +54.6% | -6.1% | +60.7% | +23.5% |
| All | +87.7% | +837.3% | -749.5% | +9.4% |
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