+20.0%
EXE vs AMBA
-1.0%
+21.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.3% | -11.0% | +10.7% | +0.4% |
| 30D | +8.5% | -23.2% | +31.6% | +10.1% |
| 3M | +5.5% | -12.7% | +18.2% | +5.4% |
| 6M | -5.9% | +11.2% | -17.1% | -8.4% |
| YTD | -9.7% | -11.2% | +1.5% | -10.8% |
| 1Y | +3.6% | -22.5% | +26.1% | +2.9% |
| All | +20.0% | -1.0% | +21.0% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling