+316.7%
EXEL vs AMBA
+0.6%
+316.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | +1.6% | +10.7% | -9.0% | +0.2% |
| 30D | +17.4% | -5.0% | +22.4% | +18.0% |
| 3M | +38.6% | -26.9% | +65.5% | +44.0% |
| 6M | +41.2% | -21.9% | +63.1% | +41.6% |
| YTD | +59.3% | -13.8% | +73.1% | +55.6% |
| 1Y | +60.2% | -36.1% | +96.3% | +63.3% |
| 3Y | +232.6% | +21.6% | +210.9% | +186.2% |
| 5Y | +285.9% | -68.8% | +354.6% | +300.7% |
| All | +316.7% | +0.6% | +316.1% | +160.5% |
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