+75.4%
ET vs AMBA
+16.7%
+58.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.1% | -5.7% | -0.1% |
| 7D | -7.9% | -7.2% | -0.6% | -7.4% |
| 30D | -5.9% | -10.4% | +4.4% | -5.3% |
| 3M | -5.2% | -30.1% | +24.9% | -2.9% |
| 6M | +0.3% | -22.4% | +22.7% | +0.4% |
| YTD | +23.1% | -17.3% | +40.4% | +21.5% |
| 1Y | +22.7% | -35.4% | +58.1% | +24.6% |
| 3Y | +75.4% | +18.6% | +56.8% | +53.6% |
| All | +75.4% | +16.7% | +58.6% | +53.6% |
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