+421.4%
EWT vs AMBA
+12.8%
+408.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.3% | +1.9% | +6.2% |
| 7D | -5.0% | 0.0% | -4.9% | -4.8% |
| 30D | -16.3% | -8.6% | -7.7% | -14.8% |
| 3M | -7.2% | -29.0% | +21.8% | -1.3% |
| 6M | -0.5% | -19.2% | +18.7% | +1.2% |
| YTD | +50.6% | -13.0% | +63.5% | +49.9% |
| 1Y | +54.8% | -31.3% | +86.1% | +59.9% |
| 3Y | +155.5% | +28.1% | +127.3% | +125.7% |
| 5Y | +116.4% | -69.4% | +185.9% | +126.0% |
| 10Y | +421.4% | +7.6% | +413.8% | +294.3% |
| All | +421.4% | +12.8% | +408.6% | +294.3% |
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