+153.0%
EWT vs AMBA
-54.5%
+207.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.0% |
| 7D | +4.0% | -11.0% | +14.9% | +6.3% |
| 30D | +10.3% | -23.2% | +33.5% | +16.1% |
| 3M | +6.1% | -12.7% | +18.8% | +7.3% |
| 6M | +56.6% | +11.2% | +45.4% | +49.7% |
| YTD | +76.6% | -11.2% | +87.8% | +75.0% |
| 1Y | +97.9% | -22.5% | +120.4% | +99.0% |
| 3Y | +198.0% | -1.3% | +199.3% | +172.6% |
| All | +153.0% | -54.5% | +207.5% | +128.0% |
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