+68.1%
ESI vs AMBA
+16.7%
+51.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | +0.1% |
| 7D | -8.5% | -7.2% | -1.3% | -6.4% |
| 30D | -15.7% | -10.4% | -5.3% | -13.0% |
| 3M | -18.2% | -30.1% | +11.9% | -9.7% |
| 6M | -28.8% | -22.4% | -6.4% | -26.6% |
| YTD | +26.3% | -17.3% | +43.6% | +25.9% |
| 1Y | +18.2% | -35.4% | +53.6% | +25.6% |
| 3Y | +68.1% | +18.6% | +49.5% | +34.1% |
| All | +68.1% | +16.7% | +51.4% | +34.1% |
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