+229.5%
EXEL vs AMBA
+21.7%
+207.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.8% | +2.7% | -3.5% | -0.9% |
| 30D | +13.1% | -2.2% | +15.3% | +13.2% |
| 3M | +36.3% | -26.6% | +63.0% | +37.7% |
| 6M | +34.5% | -26.8% | +61.3% | +35.1% |
| YTD | +57.4% | -15.1% | +72.6% | +55.6% |
| 1Y | +62.9% | -32.3% | +95.2% | +63.4% |
| 3Y | +229.5% | +19.8% | +209.7% | +202.9% |
| All | +229.5% | +21.7% | +207.8% | +202.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling