+254.9%
EXEL vs AMBA
-72.1%
+327.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.4% | +3.9% | -4.8% |
| 7D | +3.8% | -14.6% | +18.4% | +5.0% |
| 30D | +17.8% | -18.8% | +36.6% | +19.6% |
| 3M | +21.2% | -32.6% | +53.8% | +24.5% |
| 6M | +54.7% | -25.8% | +80.5% | +55.4% |
| YTD | +56.8% | -22.1% | +78.9% | +55.7% |
| 1Y | +70.2% | -36.2% | +106.4% | +71.9% |
| 3Y | +227.2% | +10.0% | +217.2% | +198.8% |
| 5Y | +254.9% | -71.6% | +326.5% | +260.2% |
| All | +254.9% | -72.1% | +327.0% | +260.2% |
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 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