+143.7%
EFA vs AMBA
-6.1%
+149.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.6% | -11.0% | +11.5% | +2.2% |
| 30D | +0.9% | -23.2% | +24.0% | +4.5% |
| 3M | +4.9% | -12.7% | +17.6% | +5.1% |
| 6M | +8.6% | +11.2% | -2.6% | +4.0% |
| YTD | +14.6% | -11.2% | +25.8% | +12.9% |
| 1Y | +22.6% | -22.5% | +45.2% | +22.0% |
| 3Y | +66.5% | -1.3% | +67.8% | +52.8% |
| 5Y | +54.5% | -54.2% | +108.7% | +48.5% |
| All | +143.7% | -6.1% | +149.9% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling