+270.8%
EXEL vs AMBA
-70.4%
+341.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.9% | +0.8% |
| 7D | +0.3% | -7.2% | +7.5% | +0.8% |
| 30D | +19.0% | -10.4% | +29.4% | +19.9% |
| 3M | +33.3% | -30.1% | +63.4% | +36.6% |
| 6M | +42.9% | -22.4% | +65.3% | +43.1% |
| YTD | +58.7% | -17.3% | +76.1% | +56.9% |
| 1Y | +70.5% | -35.4% | +105.9% | +72.3% |
| 3Y | +233.8% | +18.6% | +215.2% | +202.4% |
| All | +270.8% | -70.4% | +341.3% | +276.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling