+24.2%
EW vs AMBA
-32.6%
+56.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.7% |
| 7D | +6.5% | +2.6% | +3.9% | +6.4% |
| 30D | +22.5% | -3.6% | +26.1% | +22.5% |
| 3M | +13.0% | -24.6% | +37.6% | +13.8% |
| 6M | +37.1% | -21.6% | +58.7% | +37.0% |
| YTD | +24.1% | -11.8% | +35.9% | +20.6% |
| 1Y | +24.2% | -33.2% | +57.4% | +22.9% |
| All | +24.2% | -32.6% | +56.8% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling