+1,150.2%
EXEL vs AMBA
+837.3%
+313.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +8.4% | -11.0% | +19.3% | +10.5% |
| 30D | +4.1% | -23.2% | +27.2% | +8.6% |
| 3M | +12.4% | -12.7% | +25.1% | +11.9% |
| 6M | +41.5% | +11.2% | +30.3% | +33.1% |
| YTD | +34.6% | -11.2% | +45.9% | +30.8% |
| 1Y | +57.9% | -22.5% | +80.4% | +55.2% |
| 3Y | +159.5% | -1.3% | +160.8% | +128.8% |
| 5Y | +198.5% | -54.2% | +252.6% | +179.9% |
| 10Y | +411.4% | -6.1% | +417.5% | +247.2% |
| All | +1,150.2% | +837.3% | +313.0% | +472.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling