-3.6%
EXPE vs AMBA
-34.9%
+31.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -2.0% |
| 7D | -11.2% | -2.6% | -8.6% | -11.1% |
| 30D | -7.5% | -10.5% | +3.0% | -7.1% |
| 3M | -19.1% | -26.4% | +7.4% | -18.2% |
| 6M | +10.7% | -20.9% | +31.6% | +10.2% |
| YTD | -9.9% | -14.8% | +4.9% | -13.5% |
| All | -3.6% | -34.9% | +31.2% | -2.7% |
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