+55.0%
EWZ vs AMBA
-54.5%
+109.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +6.5% | -11.0% | +17.5% | +7.7% |
| 30D | +4.8% | -23.2% | +28.0% | +7.6% |
| 3M | +9.9% | -12.7% | +22.6% | +10.1% |
| 6M | +1.9% | +11.2% | -9.3% | -1.3% |
| YTD | +20.3% | -11.2% | +31.5% | +18.9% |
| 1Y | +35.6% | -22.5% | +58.2% | +35.0% |
| 3Y | +43.4% | -1.3% | +44.8% | +34.1% |
| All | +55.0% | -54.5% | +109.5% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling