+377.6%
EXEL vs AMBA
+12.8%
+364.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +2.4% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +19.8% | -8.6% | +28.4% | +21.1% |
| 3M | +32.7% | -29.0% | +61.6% | +38.4% |
| 6M | +49.0% | -19.2% | +68.2% | +48.6% |
| YTD | +63.7% | -13.0% | +76.7% | +59.6% |
| 1Y | +75.8% | -31.3% | +107.0% | +77.0% |
| 3Y | +241.3% | +28.1% | +213.1% | +190.7% |
| 5Y | +289.0% | -69.4% | +358.5% | +305.9% |
| 10Y | +377.6% | +7.6% | +370.0% | +202.5% |
| All | +377.6% | +12.8% | +364.8% | +202.5% |
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