+64.9%
EFA vs AMBA
+23.6%
+41.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +1.3% | +10.7% | -9.4% | +0.2% |
| 30D | +0.5% | -5.0% | +5.6% | +0.9% |
| 3M | -4.1% | -26.9% | +22.8% | -1.3% |
| 6M | +2.4% | -21.9% | +24.3% | +3.0% |
| YTD | +10.0% | -13.8% | +23.8% | +8.4% |
| 1Y | +11.4% | -36.1% | +47.5% | +13.3% |
| All | +64.9% | +23.6% | +41.3% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling