+318.5%
ESI vs AMBA
-0.9%
+319.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +5.5% | +2.7% | +2.8% | +4.8% |
| 30D | -7.8% | -2.2% | -5.6% | -7.1% |
| 3M | -15.0% | -26.6% | +11.6% | -7.7% |
| 6M | -24.9% | -26.8% | +1.9% | -21.1% |
| YTD | +33.2% | -15.1% | +48.4% | +33.1% |
| 1Y | +24.9% | -32.3% | +57.2% | +31.9% |
| 3Y | +77.8% | +19.8% | +57.9% | +50.3% |
| 5Y | +37.1% | -69.2% | +106.4% | +50.7% |
| All | +318.5% | -0.9% | +319.4% | +168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling