-76.0%
TE vs AMBA
-7.2%
-68.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | +1.0% |
| 7D | -12.6% | -7.2% | -5.4% | -9.4% |
| 30D | -36.7% | -10.4% | -26.4% | -33.7% |
| 3M | -57.5% | -30.1% | -27.4% | -50.8% |
| 6M | -55.2% | -22.4% | -32.8% | -51.0% |
| YTD | -64.7% | -17.3% | -47.3% | -62.5% |
| 1Y | -35.9% | -35.4% | -0.5% | -26.5% |
| 3Y | -31.8% | +18.6% | -50.4% | -39.0% |
| 5Y | -79.4% | -69.8% | -9.6% | -77.0% |
| All | -76.0% | -7.2% | -68.8% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling