-57.3%
TE vs AMBA
-23.4%
-33.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -9.4% | -7.0% | -10.9% |
| 7D | -20.3% | -14.6% | -5.7% | -11.9% |
| 30D | -40.0% | -18.8% | -21.2% | -32.1% |
| 3M | -58.3% | -32.6% | -25.7% | -47.4% |
| 6M | -57.3% | -25.8% | -31.5% | -49.5% |
| All | -57.3% | -23.4% | -33.9% | -49.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling