+579.0%
EW vs AMBA
+807.9%
-228.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +4.6% |
| 7D | +8.3% | -8.1% | +16.3% | +9.4% |
| 30D | +13.9% | -10.8% | +24.7% | +15.4% |
| 3M | +10.9% | -25.9% | +36.8% | +14.7% |
| 6M | +19.2% | -13.9% | +33.1% | +18.0% |
| YTD | +16.6% | -14.0% | +30.6% | +14.6% |
| 1Y | +18.1% | -25.7% | +43.8% | +17.9% |
| 3Y | +48.2% | +21.5% | +26.7% | +31.3% |
| 5Y | -15.3% | -68.9% | +53.6% | -13.6% |
| 10Y | +232.6% | +5.2% | +227.4% | +165.8% |
| All | +579.0% | +807.9% | -228.9% | +319.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling