+224.6%
ESI vs AMBA
+179.8%
+44.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | +3.3% | -11.0% | +14.3% | +6.6% |
| 30D | -5.9% | -23.2% | +17.3% | +0.9% |
| 3M | -14.1% | -12.7% | -1.4% | -12.7% |
| 6M | +6.6% | +11.2% | -4.6% | +0.2% |
| YTD | +45.0% | -11.2% | +56.2% | +43.8% |
| 1Y | +41.5% | -22.5% | +64.0% | +43.7% |
| 3Y | +78.8% | -1.3% | +80.1% | +60.6% |
| 5Y | +70.9% | -54.2% | +125.0% | +69.3% |
| 10Y | +317.1% | -6.1% | +323.2% | +196.9% |
| All | +224.6% | +179.8% | +44.9% | +98.3% |
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