+166.5%
ET vs AMBA
+12.8%
+153.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | +0.1% |
| 7D | -4.4% | 0.0% | -4.4% | -4.5% |
| 30D | -4.8% | -8.6% | +3.8% | -3.7% |
| 3M | -3.4% | -29.0% | +25.5% | +1.0% |
| 6M | +2.2% | -19.2% | +21.4% | +2.0% |
| YTD | +24.2% | -13.0% | +37.2% | +21.1% |
| 1Y | +24.5% | -31.3% | +55.8% | +25.5% |
| 3Y | +83.6% | +28.1% | +55.5% | +57.0% |
| 5Y | +203.4% | -69.4% | +272.8% | +213.5% |
| 10Y | +166.5% | +7.6% | +158.9% | +78.5% |
| All | +166.5% | +12.8% | +153.7% | +78.5% |
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