+462.9%
EXEL vs AMBA
-0.9%
+463.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.9% | +0.4% |
| 7D | +0.3% | -7.2% | +7.5% | +1.3% |
| 30D | +19.0% | -10.4% | +29.4% | +20.6% |
| 3M | +33.3% | -30.1% | +63.4% | +39.3% |
| 6M | +42.9% | -22.4% | +65.3% | +43.3% |
| YTD | +58.7% | -17.3% | +76.1% | +55.9% |
| 1Y | +70.5% | -35.4% | +105.9% | +73.2% |
| 3Y | +233.8% | +18.6% | +215.2% | +187.7% |
| 5Y | +259.3% | -69.8% | +329.2% | +273.9% |
| All | +462.9% | -0.9% | +463.7% | +260.1% |
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