+140.6%
EXE vs AMBA
-50.0%
+190.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -1.4% |
| 7D | -6.6% | -7.2% | +0.7% | -6.0% |
| 30D | -4.0% | -10.4% | +6.4% | -3.2% |
| 3M | -7.5% | -30.1% | +22.7% | -4.9% |
| 6M | -11.7% | -22.4% | +10.8% | -11.3% |
| YTD | -22.0% | -17.3% | -4.6% | -22.7% |
| 1Y | -21.8% | -35.4% | +13.6% | -20.8% |
| 3Y | +8.0% | +18.6% | -10.6% | -1.5% |
| 5Y | +62.3% | -69.8% | +132.1% | +61.0% |
| All | +140.6% | -50.0% | +190.6% | +121.9% |
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