+32.2%
EEM vs AMBA
-69.7%
+101.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.1% |
| 7D | +2.7% | +2.7% | 0.0% | +2.2% |
| 30D | -5.4% | -2.2% | -3.2% | -5.1% |
| 3M | -8.6% | -26.6% | +18.0% | -4.3% |
| 6M | -8.9% | -26.8% | +17.9% | -6.4% |
| YTD | +11.9% | -15.1% | +27.1% | +11.3% |
| 1Y | +13.1% | -32.3% | +45.3% | +15.9% |
| 3Y | +70.7% | +19.8% | +50.8% | +52.4% |
| All | +32.2% | -69.7% | +101.9% | +29.0% |
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 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