+271.2%
EW vs AMBA
-0.9%
+272.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +4.9% | +2.7% | +2.2% | +4.5% |
| 30D | +23.9% | -2.2% | +26.1% | +24.0% |
| 3M | +15.8% | -26.6% | +42.4% | +20.2% |
| 6M | +31.7% | -26.8% | +58.4% | +33.4% |
| YTD | +25.7% | -15.1% | +40.8% | +23.3% |
| 1Y | +24.4% | -32.3% | +56.7% | +25.9% |
| 3Y | +65.9% | +19.8% | +46.1% | +43.8% |
| 5Y | -7.6% | -69.2% | +61.6% | -5.2% |
| All | +271.2% | -0.9% | +272.1% | +168.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling