+92.0%
EXEL vs AMBA
-25.6%
+117.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +0.6% |
| 7D | +9.8% | -8.1% | +17.8% | +9.5% |
| 30D | +23.6% | -10.8% | +34.4% | +23.3% |
| 3M | +29.9% | -25.9% | +55.8% | +29.0% |
| 6M | +64.7% | -13.9% | +78.6% | +64.2% |
| YTD | +66.0% | -14.0% | +80.0% | +63.0% |
| 1Y | +92.0% | -25.7% | +117.6% | +89.5% |
| All | +92.0% | -25.6% | +117.6% | +89.5% |
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