+172.1%
EXC vs AMBA
-0.9%
+173.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -2.3% |
| 7D | -1.2% | -7.2% | +6.1% | -0.8% |
| 30D | +10.0% | -10.4% | +20.3% | +10.5% |
| 3M | +1.6% | -30.1% | +31.7% | +3.4% |
| 6M | +3.3% | -22.4% | +25.7% | +3.3% |
| YTD | +7.6% | -17.3% | +24.9% | +6.7% |
| 1Y | +3.5% | -35.4% | +38.9% | +4.2% |
| 3Y | +27.7% | +18.6% | +9.0% | +17.9% |
| 5Y | +41.1% | -69.8% | +110.9% | +44.0% |
| All | +172.1% | -0.9% | +173.0% | +116.5% |
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