+98.5%
EWY vs AMBA
-69.7%
+168.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.4% |
| 7D | +4.2% | +2.7% | +1.5% | +3.6% |
| 30D | -10.7% | -2.2% | -8.5% | -10.0% |
| 3M | -20.1% | -26.6% | +6.6% | -14.1% |
| 6M | -24.3% | -26.8% | +2.5% | -20.3% |
| YTD | +46.9% | -15.1% | +62.0% | +48.9% |
| 1Y | +55.2% | -32.3% | +87.4% | +63.2% |
| 3Y | +157.0% | +19.8% | +137.2% | +129.4% |
| All | +98.5% | -69.7% | +168.2% | +98.2% |
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