-23.5%
EXE vs AMBA
-33.2%
+9.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.7% | +1.6% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -2.6% | -8.6% | +6.0% | -2.6% |
| 3M | -6.9% | -29.0% | +22.1% | -7.2% |
| 6M | -9.3% | -19.2% | +9.9% | -9.5% |
| YTD | -20.7% | -13.0% | -7.8% | -20.8% |
| All | -23.5% | -33.2% | +9.8% | -24.6% |
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