+372.5%
ET vs AMBA
+772.6%
-400.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.1% | -5.7% | -0.6% |
| 7D | -7.9% | -7.2% | -0.6% | -6.8% |
| 30D | -5.9% | -10.4% | +4.4% | -4.5% |
| 3M | -5.2% | -30.1% | +24.9% | -0.2% |
| 6M | +0.3% | -22.4% | +22.7% | +0.8% |
| YTD | +23.1% | -17.3% | +40.4% | +20.8% |
| 1Y | +22.7% | -35.4% | +58.1% | +25.0% |
| 3Y | +75.4% | +18.6% | +56.8% | +50.7% |
| 5Y | +202.6% | -69.8% | +272.4% | +211.4% |
| 10Y | +213.0% | +1.1% | +211.9% | +120.2% |
| All | +372.5% | +772.6% | -400.1% | +169.9% |
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