+76.0%
EXE vs AMBA
-69.1%
+145.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.5% |
| 7D | -2.2% | -2.6% | +0.4% | -2.1% |
| 30D | -0.3% | -10.5% | +10.2% | +0.4% |
| 3M | -9.3% | -26.4% | +17.1% | -7.4% |
| 6M | -7.2% | -20.9% | +13.7% | -7.1% |
| YTD | -18.9% | -14.8% | -4.1% | -19.8% |
| 1Y | -21.7% | -36.1% | +14.4% | -20.6% |
| 3Y | +21.0% | +20.2% | +0.7% | +11.0% |
| 5Y | +76.0% | -67.2% | +143.2% | +67.3% |
| All | +76.0% | -69.1% | +145.1% | +67.3% |
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