-14.6%
EW vs AMBA
-70.4%
+55.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.8% | +0.6% |
| 7D | +11.0% | -7.2% | +18.2% | +11.9% |
| 30D | +19.1% | -10.4% | +29.5% | +20.4% |
| 3M | +14.4% | -30.1% | +44.5% | +18.9% |
| 6M | +22.8% | -22.4% | +45.2% | +23.0% |
| YTD | +19.8% | -17.3% | +37.2% | +17.9% |
| 1Y | +23.9% | -35.4% | +59.3% | +25.9% |
| 3Y | +52.2% | +18.6% | +33.6% | +31.1% |
| All | -14.6% | -70.4% | +55.9% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling