+43.8%
EXC vs AMBA
-70.4%
+114.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -2.0% |
| 7D | -1.2% | -7.2% | +6.1% | -1.1% |
| 30D | +10.0% | -10.4% | +20.3% | +10.0% |
| 3M | +1.6% | -30.1% | +31.7% | +1.9% |
| 6M | +3.3% | -22.4% | +25.7% | +3.2% |
| YTD | +7.6% | -17.3% | +24.9% | +7.3% |
| 1Y | +3.5% | -35.4% | +38.9% | +3.7% |
| 3Y | +27.7% | +18.6% | +9.0% | +22.7% |
| All | +43.8% | -70.4% | +114.3% | +41.5% |
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 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