+241.3%
EXEL vs AMBA
+23.3%
+218.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +2.9% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +19.8% | -8.6% | +28.4% | +20.2% |
| 3M | +32.7% | -29.0% | +61.6% | +34.1% |
| 6M | +49.0% | -19.2% | +68.2% | +48.6% |
| YTD | +63.7% | -13.0% | +76.7% | +61.6% |
| 1Y | +75.8% | -31.3% | +107.0% | +76.3% |
| 3Y | +241.3% | +28.1% | +213.1% | +205.2% |
| All | +241.3% | +23.3% | +218.0% | +205.2% |
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