-47.3%
TE vs AMBA
-54.5%
+7.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -4.0% | -11.0% | +7.0% | +1.6% |
| 30D | -15.9% | -23.2% | +7.3% | -3.7% |
| 3M | -60.5% | -12.7% | -47.8% | -58.2% |
| 6M | -35.2% | +11.2% | -46.4% | -40.3% |
| YTD | -31.1% | -11.2% | -19.9% | -29.3% |
| 1Y | +148.6% | -22.5% | +171.2% | +162.6% |
| 3Y | -26.4% | -1.3% | -25.1% | -35.4% |
| All | -47.3% | -54.5% | +7.2% | -42.7% |
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 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