+175.1%
EXPE vs AMBA
-7.1%
+182.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -9.5% | -11.0% | +1.4% | -7.0% |
| 30D | -6.6% | -23.2% | +16.5% | -0.9% |
| 3M | +31.4% | -12.7% | +44.1% | +30.5% |
| 6M | +35.2% | +11.2% | +24.0% | +23.5% |
| YTD | +5.8% | -11.2% | +17.0% | +1.8% |
| 1Y | +38.7% | -22.5% | +61.2% | +36.1% |
| 3Y | +175.8% | -1.3% | +177.1% | +137.4% |
| 5Y | +111.8% | -54.2% | +166.0% | +101.0% |
| All | +175.1% | -7.1% | +182.2% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling