+193.4%
ES vs AMBA
+837.3%
-643.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +0.3% | -11.0% | +11.3% | +0.7% |
| 30D | -2.0% | -23.2% | +21.2% | -1.2% |
| 3M | +1.7% | -12.7% | +14.4% | +1.6% |
| 6M | -3.5% | +11.2% | -14.8% | -4.8% |
| YTD | +7.9% | -11.2% | +19.1% | +7.3% |
| 1Y | +17.2% | -22.5% | +39.7% | +16.8% |
| 3Y | +29.3% | -1.3% | +30.6% | +25.7% |
| 5Y | -5.7% | -54.2% | +48.4% | -7.6% |
| 10Y | +85.2% | -6.1% | +91.3% | +70.2% |
| All | +193.4% | +837.3% | -643.8% | +130.4% |
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