+50.9%
EWZ vs AMBA
-67.9%
+118.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | +1.3% | -2.6% | +4.0% | +1.5% |
| 30D | -26.2% | -10.5% | -15.7% | -25.4% |
| 3M | -8.6% | -26.4% | +17.8% | -6.1% |
| 6M | -17.0% | -20.9% | +3.9% | -16.7% |
| YTD | +2.2% | -14.8% | +17.0% | +1.1% |
| 1Y | +2.7% | -36.1% | +38.7% | +4.4% |
| 3Y | +18.2% | +20.2% | -2.0% | +8.0% |
| All | +50.9% | -67.9% | +118.8% | +43.6% |
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