+3.6%
ES vs AMBA
-70.4%
+74.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -3.0% |
| 7D | +1.9% | -7.2% | +9.1% | +2.0% |
| 30D | +7.1% | -10.4% | +17.4% | +7.2% |
| 3M | -1.9% | -30.1% | +28.2% | -1.3% |
| 6M | +4.4% | -22.4% | +26.8% | +4.3% |
| YTD | +7.3% | -17.3% | +24.7% | +6.8% |
| 1Y | +2.1% | -35.4% | +37.5% | +2.5% |
| 3Y | +41.8% | +18.6% | +23.2% | +35.2% |
| All | +3.6% | -70.4% | +74.1% | -1.6% |
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