-76.8%
TE vs AMBA
-12.5%
-64.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -9.4% | -7.0% | -12.7% |
| 7D | -20.3% | -14.6% | -5.7% | -14.6% |
| 30D | -40.0% | -18.8% | -21.2% | -34.6% |
| 3M | -58.3% | -32.6% | -25.7% | -51.1% |
| 6M | -57.3% | -25.8% | -31.5% | -52.5% |
| YTD | -65.9% | -22.1% | -43.7% | -62.9% |
| 1Y | -44.3% | -36.2% | -8.0% | -35.9% |
| 3Y | -36.0% | +10.0% | -45.9% | -41.1% |
| 5Y | -80.1% | -71.6% | -8.6% | -77.2% |
| All | -76.8% | -12.5% | -64.3% | -74.5% |
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 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