+138.1%
EWJ vs AMBA
-9.0%
+147.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +2.5% | -11.0% | +13.5% | +4.1% |
| 30D | +3.3% | -23.2% | +26.4% | +6.9% |
| 3M | +5.0% | -12.7% | +17.7% | +5.4% |
| 6M | +11.5% | +11.2% | +0.3% | +7.5% |
| YTD | +22.4% | -11.2% | +33.6% | +21.0% |
| 1Y | +30.2% | -22.5% | +52.7% | +30.0% |
| 3Y | +72.8% | -1.3% | +74.1% | +60.4% |
| 5Y | +54.1% | -54.2% | +108.3% | +48.7% |
| All | +138.1% | -9.0% | +147.2% | +89.5% |
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