+161.3%
ET vs AMBA
+7.9%
+153.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.4% |
| 7D | +1.8% | +2.6% | -0.8% | +1.3% |
| 30D | -3.0% | -3.6% | +0.6% | -2.6% |
| 3M | -4.7% | -24.6% | +19.9% | -1.2% |
| 6M | +2.7% | -21.6% | +24.3% | +3.1% |
| YTD | +26.5% | -11.8% | +38.3% | +23.1% |
| 1Y | +25.0% | -33.2% | +58.1% | +26.7% |
| 3Y | +85.4% | +24.5% | +60.9% | +59.5% |
| 5Y | +215.5% | -67.7% | +283.2% | +222.2% |
| 10Y | +161.3% | +4.7% | +156.6% | +73.4% |
| All | +161.3% | +7.9% | +153.5% | +73.4% |
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