-48.5%
TE vs AMBA
+0.7%
-49.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.9% | +9.1% | +9.6% |
| 7D | +18.2% | -6.4% | +24.6% | +21.2% |
| 30D | -13.5% | -26.8% | +13.3% | -1.8% |
| 3M | -44.6% | -7.6% | -37.0% | -43.2% |
| 6M | -24.7% | +21.2% | -45.9% | -30.8% |
| YTD | -24.3% | -10.4% | -13.9% | -22.1% |
| 1Y | +155.6% | -24.4% | +180.0% | +172.6% |
| 3Y | -18.3% | +6.0% | -24.2% | -25.3% |
| 5Y | -41.3% | -53.9% | +12.6% | -37.8% |
| All | -48.5% | +0.7% | -49.1% | -46.5% |
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