-84.3%
TE vs AMBA
-69.7%
-14.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.3% |
| 7D | -19.1% | +2.7% | -21.7% | -20.2% |
| 30D | -34.1% | -2.2% | -32.0% | -33.2% |
| 3M | -60.1% | -26.6% | -33.5% | -53.4% |
| 6M | -66.0% | -26.8% | -39.2% | -61.2% |
| YTD | -71.4% | -15.1% | -56.3% | -70.0% |
| 1Y | -45.3% | -32.3% | -13.0% | -37.4% |
| 3Y | +9.1% | +19.8% | -10.7% | -12.3% |
| All | -84.3% | -69.7% | -14.6% | -81.3% |
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