+31.5%
EWZ vs AMBA
+837.3%
-805.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +6.5% | -11.0% | +17.5% | +8.3% |
| 30D | +4.8% | -23.2% | +28.0% | +8.8% |
| 3M | +9.9% | -12.7% | +22.6% | +10.1% |
| 6M | +1.9% | +11.2% | -9.3% | -2.5% |
| YTD | +20.3% | -11.2% | +31.5% | +18.5% |
| 1Y | +35.6% | -22.5% | +58.2% | +34.9% |
| 3Y | +43.4% | -1.3% | +44.8% | +31.2% |
| 5Y | +55.9% | -54.2% | +110.1% | +49.3% |
| 10Y | +84.2% | -6.1% | +90.3% | +41.8% |
| All | +31.5% | +837.3% | -805.8% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling