+331.1%
EXEL vs AMBA
+7.9%
+323.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -0.3% |
| 7D | -2.8% | +2.6% | -5.4% | -3.2% |
| 30D | +18.2% | -3.6% | +21.8% | +18.6% |
| 3M | +37.7% | -24.6% | +62.3% | +42.5% |
| 6M | +42.2% | -21.6% | +63.8% | +42.6% |
| YTD | +61.3% | -11.8% | +73.1% | +57.0% |
| 1Y | +64.5% | -33.2% | +97.7% | +66.5% |
| 3Y | +236.7% | +24.5% | +212.2% | +188.7% |
| 5Y | +296.3% | -67.7% | +364.0% | +309.1% |
| 10Y | +331.1% | +4.7% | +326.4% | +169.7% |
| All | +331.1% | +7.9% | +323.2% | +169.7% |
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