-79.7%
TE vs AMBA
-70.4%
-9.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | +0.4% |
| 7D | -12.6% | -7.2% | -5.4% | -8.6% |
| 30D | -36.7% | -10.4% | -26.4% | -32.9% |
| 3M | -57.5% | -30.1% | -27.4% | -49.0% |
| 6M | -55.2% | -22.4% | -32.8% | -50.4% |
| YTD | -64.7% | -17.3% | -47.3% | -62.5% |
| 1Y | -35.9% | -35.4% | -0.5% | -24.7% |
| 3Y | -31.8% | +18.6% | -50.4% | -44.7% |
| All | -79.7% | -70.4% | -9.2% | -74.7% |
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