+45.8%
EFA vs AMBA
-70.4%
+116.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -6.9% | -1.6% |
| 7D | -1.4% | -7.2% | +5.8% | -0.5% |
| 30D | -1.2% | -10.4% | +9.2% | 0.0% |
| 3M | -5.1% | -30.1% | +25.0% | -1.0% |
| 6M | -1.2% | -22.4% | +21.2% | -0.5% |
| YTD | +7.8% | -17.3% | +25.1% | +6.7% |
| 1Y | +12.2% | -35.4% | +47.6% | +14.4% |
| 3Y | +61.5% | +18.6% | +42.9% | +42.8% |
| All | +45.8% | -70.4% | +116.2% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling