+145.6%
EFA vs AMBA
+4.2%
+141.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | +1.2% | -2.6% | +3.9% | +1.5% |
| 30D | +0.9% | -10.5% | +11.4% | +2.3% |
| 3M | -3.4% | -26.4% | +23.0% | +0.4% |
| 6M | +2.0% | -20.9% | +22.9% | +2.5% |
| YTD | +10.4% | -14.8% | +25.2% | +8.9% |
| 1Y | +13.3% | -36.1% | +49.3% | +16.0% |
| 3Y | +65.9% | +20.2% | +45.7% | +47.0% |
| 5Y | +51.5% | -67.2% | +118.7% | +53.2% |
| All | +145.6% | +4.2% | +141.4% | +85.4% |
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