+62.4%
EWY vs AMBA
-25.6%
+88.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.3% |
| 7D | -8.3% | -8.1% | -0.2% | -5.6% |
| 30D | -20.5% | -10.8% | -9.8% | -17.5% |
| 3M | -11.1% | -25.9% | +14.8% | -2.3% |
| 6M | -7.0% | -13.9% | +6.8% | -5.8% |
| YTD | +56.5% | -14.0% | +70.5% | +52.2% |
| 1Y | +62.4% | -25.7% | +88.1% | +58.6% |
| All | +62.4% | -25.6% | +88.0% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling