+21.7%
TE vs AMBA
+26.5%
-4.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +0.9% |
| 7D | -22.0% | +2.6% | -24.6% | -22.7% |
| 30D | -33.6% | -3.6% | -30.1% | -32.1% |
| 3M | -61.1% | -24.6% | -36.4% | -54.6% |
| 6M | -64.7% | -21.6% | -43.1% | -61.1% |
| YTD | -68.1% | -11.8% | -56.3% | -67.4% |
| 1Y | -51.7% | -33.2% | -18.5% | -44.0% |
| All | +21.7% | +26.5% | -4.8% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling