+163.4%
ET vs AMBA
+0.6%
+162.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | +3.0% | +10.7% | -7.6% | +1.4% |
| 30D | -3.5% | -5.0% | +1.6% | -2.9% |
| 3M | -5.6% | -26.9% | +21.3% | -1.7% |
| 6M | +0.5% | -21.9% | +22.4% | +0.9% |
| YTD | +26.3% | -13.8% | +40.2% | +23.4% |
| 1Y | +25.7% | -36.1% | +61.7% | +28.3% |
| 3Y | +85.1% | +21.6% | +63.4% | +59.8% |
| 5Y | +216.4% | -68.8% | +285.2% | +225.1% |
| All | +163.4% | +0.6% | +162.8% | +75.4% |
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