+451.7%
ETR vs AMBA
+722.2%
-270.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.4% | +8.0% | -1.0% |
| 7D | +0.3% | -14.6% | +14.9% | +0.9% |
| 30D | +6.8% | -18.8% | +25.6% | +7.7% |
| 3M | +3.8% | -32.6% | +36.4% | +5.4% |
| 6M | -5.5% | -25.8% | +20.4% | -5.1% |
| YTD | +21.5% | -22.1% | +43.6% | +21.3% |
| 1Y | +17.4% | -36.2% | +53.6% | +18.2% |
| 3Y | +147.7% | +10.0% | +137.7% | +138.8% |
| 5Y | +152.0% | -71.6% | +223.6% | +153.1% |
| 10Y | +353.4% | -4.7% | +358.2% | +315.0% |
| All | +451.7% | +722.2% | -270.5% | +374.8% |
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