+127.1%
EWJ vs AMBA
+7.9%
+119.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.4% |
| 7D | -1.9% | +2.6% | -4.4% | -2.2% |
| 30D | -5.3% | -3.6% | -1.8% | -5.0% |
| 3M | -4.3% | -24.6% | +20.3% | -1.0% |
| 6M | +0.4% | -21.6% | +22.0% | +1.4% |
| YTD | +14.7% | -11.8% | +26.5% | +13.1% |
| 1Y | +14.7% | -33.2% | +47.9% | +17.0% |
| 3Y | +66.2% | +24.5% | +41.7% | +49.1% |
| 5Y | +50.2% | -67.7% | +117.8% | +51.8% |
| 10Y | +127.1% | +4.7% | +122.3% | +76.4% |
| All | +127.1% | +7.9% | +119.2% | +76.4% |
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