+178.5%
EXE vs AMBA
-46.3%
+224.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.3% | -11.0% | +10.7% | +0.7% |
| 30D | +8.5% | -23.2% | +31.6% | +10.8% |
| 3M | +5.5% | -12.7% | +18.2% | +5.5% |
| 6M | -5.9% | +11.2% | -17.1% | -8.8% |
| YTD | -9.7% | -11.2% | +1.5% | -10.9% |
| 1Y | +3.6% | -22.5% | +26.1% | +2.9% |
| 3Y | +18.0% | -1.3% | +19.4% | +10.3% |
| 5Y | +109.4% | -54.2% | +163.6% | +97.9% |
| All | +178.5% | -46.3% | +224.7% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling