+144.8%
EFA vs AMBA
+12.8%
+132.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.3% | -2.3% | +2.3% |
| 7D | +1.2% | 0.0% | +1.3% | +1.1% |
| 30D | +1.5% | -8.6% | +10.1% | +2.6% |
| 3M | -3.3% | -29.0% | +25.7% | +0.9% |
| 6M | +2.6% | -19.2% | +21.8% | +2.8% |
| YTD | +11.0% | -13.0% | +24.0% | +9.2% |
| 1Y | +15.1% | -31.3% | +46.4% | +16.6% |
| 3Y | +67.6% | +28.1% | +39.5% | +47.1% |
| 5Y | +50.5% | -69.4% | +119.9% | +53.9% |
| 10Y | +144.8% | +7.6% | +137.2% | +84.2% |
| All | +144.8% | +12.8% | +132.0% | +84.2% |
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 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