+38.7%
EXPE vs AMBA
-20.7%
+59.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -9.5% | -11.0% | +1.4% | -9.0% |
| 30D | -6.6% | -23.2% | +16.5% | -5.4% |
| 3M | +31.4% | -12.7% | +44.1% | +31.3% |
| 6M | +35.2% | +11.2% | +24.0% | +26.1% |
| YTD | +5.8% | -11.2% | +17.0% | +2.3% |
| 1Y | +38.7% | -22.5% | +61.2% | +36.7% |
| All | +38.7% | -20.7% | +59.3% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling