+311.7%
EXEL vs AMBA
-0.9%
+312.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -0.8% | +2.7% | -3.5% | -1.2% |
| 30D | +13.1% | -2.2% | +15.3% | +13.3% |
| 3M | +36.3% | -26.6% | +63.0% | +41.5% |
| 6M | +34.5% | -26.8% | +61.3% | +36.2% |
| YTD | +57.4% | -15.1% | +72.6% | +54.1% |
| 1Y | +62.9% | -32.3% | +95.2% | +64.4% |
| 3Y | +229.5% | +19.8% | +209.7% | +184.1% |
| 5Y | +281.2% | -69.2% | +350.5% | +296.7% |
| All | +311.7% | -0.9% | +312.6% | +157.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling