+204.6%
EWY vs AMBA
+772.6%
-568.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.1% | -2.1% | +2.9% |
| 7D | -10.4% | -7.2% | -3.1% | -9.0% |
| 30D | -25.4% | -10.4% | -15.0% | -23.8% |
| 3M | -16.5% | -30.1% | +13.6% | -11.0% |
| 6M | -24.7% | -22.4% | -2.3% | -22.2% |
| YTD | +40.9% | -17.3% | +58.3% | +43.5% |
| 1Y | +49.8% | -35.4% | +85.2% | +57.8% |
| 3Y | +134.8% | +18.6% | +116.2% | +116.2% |
| 5Y | +91.4% | -69.8% | +161.2% | +102.7% |
| 10Y | +204.3% | +1.1% | +203.2% | +156.1% |
| All | +204.6% | +772.6% | -568.0% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling