+69.7%
EEM vs AMBA
+22.2%
+47.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -0.9% | -2.6% | +1.8% | -0.5% |
| 30D | -9.3% | -10.5% | +1.2% | -7.7% |
| 3M | -7.1% | -26.4% | +19.4% | -2.7% |
| 6M | -10.4% | -20.9% | +10.5% | -9.2% |
| YTD | +11.3% | -14.8% | +26.1% | +10.4% |
| 1Y | +11.3% | -36.1% | +47.3% | +14.6% |
| All | +69.7% | +22.2% | +47.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling