+8.1%
EWZ vs AMBA
-25.6%
+33.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +1.7% |
| 7D | -4.1% | -8.1% | +4.0% | -3.6% |
| 30D | -25.0% | -10.8% | -14.2% | -24.5% |
| 3M | -10.6% | -25.9% | +15.3% | -9.2% |
| 6M | -16.6% | -13.9% | -2.7% | -17.1% |
| YTD | +2.5% | -14.0% | +16.5% | +0.4% |
| 1Y | +8.1% | -25.7% | +33.8% | +5.9% |
| All | +8.1% | -25.6% | +33.7% | +5.9% |
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