-76.7%
TE vs AMBA
-2.3%
-74.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.3% | -8.2% | -5.1% |
| 7D | -10.5% | 0.0% | -10.5% | -10.2% |
| 30D | -32.4% | -8.6% | -23.9% | -29.8% |
| 3M | -60.9% | -29.0% | -31.9% | -55.1% |
| 6M | -62.8% | -19.2% | -43.6% | -60.2% |
| YTD | -65.7% | -13.0% | -52.7% | -64.4% |
| 1Y | -39.9% | -31.3% | -8.6% | -32.9% |
| 3Y | +10.6% | +28.1% | -17.5% | -4.5% |
| 5Y | -79.7% | -69.4% | -10.2% | -77.6% |
| All | -76.7% | -2.3% | -74.4% | -75.5% |
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