+348.4%
EXEL vs AMBA
+4.3%
+344.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | -2.4% | -2.6% | +0.3% | -2.1% |
| 30D | +17.9% | -10.5% | +28.4% | +19.5% |
| 3M | +33.3% | -26.4% | +59.7% | +38.3% |
| 6M | +46.6% | -20.9% | +67.4% | +46.6% |
| YTD | +61.0% | -14.8% | +75.8% | +57.5% |
| 1Y | +70.4% | -36.1% | +106.5% | +73.6% |
| 3Y | +236.1% | +20.2% | +215.9% | +189.5% |
| 5Y | +284.8% | -67.2% | +352.1% | +294.7% |
| 10Y | +348.4% | +5.0% | +343.5% | +184.5% |
| All | +348.4% | +4.3% | +344.1% | +184.5% |
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 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