+44.6%
EEM vs AMBA
-54.5%
+99.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +2.3% | -11.0% | +13.3% | +4.2% |
| 30D | +4.5% | -23.2% | +27.7% | +8.9% |
| 3M | -0.1% | -12.7% | +12.7% | +0.7% |
| 6M | +16.9% | +11.2% | +5.7% | +12.5% |
| YTD | +26.2% | -11.2% | +37.4% | +25.0% |
| 1Y | +40.5% | -22.5% | +63.1% | +40.8% |
| 3Y | +86.2% | -1.3% | +87.5% | +71.8% |
| All | +44.6% | -54.5% | +99.1% | +33.8% |
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