+42.6%
EWZ vs AMBA
-6.6%
+49.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.4% | +7.9% | 0.0% |
| 7D | -4.2% | -14.6% | +10.4% | -1.8% |
| 30D | -26.1% | -18.8% | -7.3% | -23.8% |
| 3M | -12.0% | -32.6% | +20.5% | -6.9% |
| 6M | -19.3% | -25.8% | +6.5% | -18.0% |
| YTD | +0.9% | -22.1% | +23.0% | +0.7% |
| 1Y | +3.4% | -36.2% | +39.6% | +6.0% |
| 3Y | +18.6% | +10.0% | +8.6% | +3.7% |
| 5Y | +56.6% | -71.6% | +128.1% | +65.0% |
| All | +42.6% | -6.6% | +49.2% | -4.9% |
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 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