+50.3%
EW vs AMBA
+10.0%
+40.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.4% | +10.9% | +2.1% |
| 7D | +6.8% | -14.6% | +21.3% | +7.8% |
| 30D | +16.6% | -18.8% | +35.4% | +18.0% |
| 3M | +13.3% | -32.6% | +45.9% | +16.0% |
| 6M | +21.6% | -25.8% | +47.4% | +21.9% |
| YTD | +18.3% | -22.1% | +40.4% | +17.2% |
| 1Y | +21.7% | -36.2% | +57.9% | +22.5% |
| All | +50.3% | +10.0% | +40.3% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling