+142.4%
EFA vs AMBA
-5.3%
+147.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | +1.2% | -6.4% | +7.6% | +2.1% |
| 30D | -0.7% | -26.8% | +26.1% | +3.6% |
| 3M | +6.4% | -7.6% | +14.0% | +5.9% |
| 6M | +11.4% | +21.2% | -9.8% | +5.4% |
| YTD | +14.0% | -10.4% | +24.4% | +12.1% |
| 1Y | +20.2% | -24.4% | +44.6% | +20.1% |
| 3Y | +68.2% | +6.0% | +62.2% | +52.6% |
| 5Y | +54.8% | -53.9% | +108.7% | +48.6% |
| 10Y | +142.4% | -6.2% | +148.6% | +87.2% |
| All | +142.4% | -5.3% | +147.6% | +87.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling