+46.1%
ES vs AMBA
+10.0%
+36.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.4% | +11.5% | +2.0% |
| 7D | +5.9% | -14.6% | +20.5% | +5.7% |
| 30D | +10.2% | -18.8% | +29.0% | +10.0% |
| 3M | +0.4% | -32.6% | +33.0% | +0.1% |
| 6M | +6.9% | -25.8% | +32.7% | +6.6% |
| YTD | +10.5% | -22.1% | +32.6% | +10.0% |
| 1Y | +3.2% | -36.2% | +39.4% | +3.1% |
| All | +46.1% | +10.0% | +36.1% | +32.4% |
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 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