+223.3%
EWY vs AMBA
-1.0%
+224.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.8% |
| 7D | +4.8% | -11.0% | +15.8% | +7.9% |
| 30D | +11.7% | -23.2% | +34.8% | +19.4% |
| 3M | -7.4% | -12.7% | +5.3% | -5.5% |
| 6M | +40.6% | +11.2% | +29.3% | +35.0% |
| YTD | +94.3% | -11.2% | +105.5% | +93.9% |
| 1Y | +164.3% | -22.5% | +186.8% | +167.4% |
| All | +223.3% | -1.0% | +224.2% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling