+81.1%
EWZ vs AMBA
-7.1%
+88.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +6.5% | -11.0% | +17.5% | +8.5% |
| 30D | +4.8% | -23.2% | +28.0% | +9.2% |
| 3M | +9.9% | -12.7% | +22.6% | +10.1% |
| 6M | +1.9% | +11.2% | -9.3% | -3.2% |
| YTD | +20.3% | -11.2% | +31.5% | +18.1% |
| 1Y | +35.6% | -22.5% | +58.2% | +34.6% |
| 3Y | +43.4% | -1.3% | +44.8% | +29.1% |
| 5Y | +55.9% | -54.2% | +110.1% | +47.0% |
| All | +81.1% | -7.1% | +88.2% | +24.8% |
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