-18.9%
EXE vs AMBA
-25.6%
+6.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.9% |
| 7D | -4.7% | -8.1% | +3.4% | -4.7% |
| 30D | +1.0% | -10.8% | +11.8% | +0.9% |
| 3M | -5.6% | -25.9% | +20.3% | -5.9% |
| 6M | -12.3% | -13.9% | +1.5% | -12.2% |
| YTD | -19.5% | -14.0% | -5.5% | -19.6% |
| 1Y | -18.9% | -25.7% | +6.8% | -19.0% |
| All | -18.9% | -25.6% | +6.7% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling