+43.6%
EWZ vs AMBA
-0.9%
+44.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -0.3% |
| 7D | -1.5% | -7.2% | +5.8% | -0.4% |
| 30D | -24.5% | -10.4% | -14.1% | -23.4% |
| 3M | -10.7% | -30.1% | +19.4% | -6.0% |
| 6M | -19.1% | -22.4% | +3.3% | -18.4% |
| YTD | +1.6% | -17.3% | +19.0% | +0.4% |
| 1Y | +4.3% | -35.4% | +39.7% | +6.8% |
| 3Y | +19.0% | +18.6% | +0.3% | +2.7% |
| 5Y | +57.7% | -69.8% | +127.5% | +64.5% |
| All | +43.6% | -0.9% | +44.4% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling