+165.0%
EXEL vs AMBA
-1.0%
+165.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +8.4% | -11.0% | +19.3% | +8.8% |
| 30D | +4.1% | -23.2% | +27.2% | +5.1% |
| 3M | +12.4% | -12.7% | +25.1% | +12.1% |
| 6M | +41.5% | +11.2% | +30.3% | +38.2% |
| YTD | +34.6% | -11.2% | +45.9% | +33.0% |
| 1Y | +57.9% | -22.5% | +80.4% | +56.6% |
| All | +165.0% | -1.0% | +165.9% | +138.3% |
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