+514.3%
EW vs AMBA
+837.3%
-323.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -0.3% | -11.0% | +10.6% | +1.2% |
| 30D | +1.0% | -23.2% | +24.2% | +4.5% |
| 3M | +2.8% | -12.7% | +15.5% | +2.8% |
| 6M | +5.5% | +11.2% | -5.7% | +1.0% |
| YTD | +5.5% | -11.2% | +16.7% | +3.7% |
| 1Y | +11.0% | -22.5% | +33.6% | +10.1% |
| 3Y | +17.7% | -1.3% | +19.0% | +8.0% |
| 5Y | -25.7% | -54.2% | +28.4% | -28.0% |
| 10Y | +132.8% | -6.1% | +138.9% | +88.8% |
| All | +514.3% | +837.3% | -323.0% | +279.8% |
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