+23.9%
EW vs AMBA
-32.7%
+56.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.8% | +1.2% |
| 7D | +11.0% | -7.2% | +18.2% | +11.1% |
| 30D | +19.1% | -10.4% | +29.5% | +19.3% |
| 3M | +14.4% | -30.1% | +44.5% | +15.3% |
| 6M | +22.8% | -22.4% | +45.2% | +22.1% |
| YTD | +19.8% | -17.3% | +37.2% | +16.7% |
| 1Y | +23.9% | -35.4% | +59.3% | +23.1% |
| All | +23.9% | -32.7% | +56.6% | +23.1% |
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