+256.1%
EWJ vs AMBA
+837.3%
-581.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +2.5% | -11.0% | +13.5% | +3.9% |
| 30D | +3.3% | -23.2% | +26.4% | +6.4% |
| 3M | +5.0% | -12.7% | +17.7% | +5.4% |
| 6M | +11.5% | +11.2% | +0.3% | +8.1% |
| YTD | +22.4% | -11.2% | +33.6% | +21.3% |
| 1Y | +30.2% | -22.5% | +52.7% | +30.1% |
| 3Y | +72.8% | -1.3% | +74.1% | +62.6% |
| 5Y | +54.1% | -54.2% | +108.3% | +50.2% |
| 10Y | +140.6% | -6.1% | +146.7% | +104.7% |
| All | +256.1% | +837.3% | -581.2% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling