+51.6%
EXPE vs AMBA
-72.1%
+123.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -9.4% | -4.3% | -11.5% |
| 7D | -3.6% | -14.6% | +10.9% | +0.1% |
| 30D | +4.8% | -18.8% | +23.6% | +9.7% |
| 3M | -14.6% | -32.6% | +18.0% | -7.2% |
| 6M | +10.0% | -25.8% | +35.8% | +10.8% |
| YTD | -3.3% | -22.1% | +18.9% | -5.2% |
| 1Y | +28.4% | -36.2% | +64.6% | +32.1% |
| 3Y | +145.1% | +10.0% | +135.1% | +93.9% |
| 5Y | +51.6% | -71.6% | +123.2% | +49.2% |
| All | +51.6% | -72.1% | +123.7% | +49.2% |
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