+436.6%
ETR vs AMBA
+837.3%
-400.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +1.4% | -11.0% | +12.4% | +1.9% |
| 30D | +1.0% | -23.2% | +24.1% | +2.1% |
| 3M | -1.3% | -12.7% | +11.5% | -1.3% |
| 6M | +1.9% | +11.2% | -9.3% | +0.4% |
| YTD | +18.2% | -11.2% | +29.4% | +17.5% |
| 1Y | +24.7% | -22.5% | +47.2% | +24.4% |
| 3Y | +150.7% | -1.3% | +152.0% | +143.5% |
| 5Y | +127.0% | -54.2% | +181.2% | +122.7% |
| 10Y | +295.5% | -6.1% | +301.6% | +261.2% |
| All | +436.6% | +837.3% | -400.7% | +359.8% |
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