+332.8%
ESI vs AMBA
+7.9%
+325.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.4% | +3.0% |
| 7D | +1.8% | +2.6% | -0.8% | +1.2% |
| 30D | -6.6% | -3.6% | -3.0% | -5.5% |
| 3M | -9.4% | -24.6% | +15.3% | -2.4% |
| 6M | -24.1% | -21.6% | -2.5% | -21.8% |
| YTD | +37.1% | -11.8% | +48.9% | +35.5% |
| 1Y | +24.5% | -33.2% | +57.7% | +31.9% |
| 3Y | +83.2% | +24.5% | +58.7% | +53.2% |
| 5Y | +44.0% | -67.7% | +111.6% | +56.0% |
| 10Y | +332.8% | +4.7% | +328.1% | +175.4% |
| All | +332.8% | +7.9% | +325.0% | +175.4% |
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 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