+199.5%
EXC vs AMBA
+4.2%
+195.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | +0.1% | -2.6% | +2.7% | +0.2% |
| 30D | +9.0% | -10.5% | +19.5% | +9.6% |
| 3M | +3.3% | -26.4% | +29.7% | +4.8% |
| 6M | +5.7% | -20.9% | +26.6% | +5.6% |
| YTD | +7.3% | -14.8% | +22.1% | +6.3% |
| 1Y | +2.9% | -36.1% | +39.0% | +3.9% |
| 3Y | +29.3% | +20.2% | +9.1% | +19.4% |
| 5Y | +40.1% | -67.2% | +107.3% | +41.8% |
| All | +199.5% | +4.2% | +195.4% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling