+370.6%
ET vs AMBA
+722.2%
-351.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.4% | +8.1% | +0.2% |
| 7D | -8.1% | -14.6% | +6.5% | -5.7% |
| 30D | -7.5% | -18.8% | +11.3% | -4.5% |
| 3M | -4.1% | -32.6% | +28.5% | +1.7% |
| 6M | -2.7% | -25.8% | +23.1% | -1.5% |
| YTD | +22.6% | -22.1% | +44.7% | +21.5% |
| 1Y | +22.0% | -36.2% | +58.2% | +24.4% |
| 3Y | +72.8% | +10.0% | +62.8% | +50.4% |
| 5Y | +201.4% | -71.6% | +273.0% | +213.3% |
| 10Y | +211.8% | -4.7% | +216.5% | +121.6% |
| All | +370.6% | +722.2% | -351.6% | +171.6% |
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 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