+43.9%
EXC vs AMBA
-72.1%
+116.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.4% | +10.1% | +0.7% |
| 7D | +1.4% | -14.6% | +15.9% | +1.4% |
| 30D | +11.6% | -18.8% | +30.4% | +11.7% |
| 3M | +2.7% | -32.6% | +35.2% | +2.9% |
| 6M | +2.7% | -25.8% | +28.5% | +2.6% |
| YTD | +9.7% | -22.1% | +31.8% | +9.4% |
| 1Y | +4.5% | -36.2% | +40.7% | +4.7% |
| 3Y | +28.5% | +10.0% | +18.5% | +23.7% |
| 5Y | +43.9% | -71.6% | +115.5% | +41.2% |
| All | +43.9% | -72.1% | +116.0% | +41.2% |
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