+20.1%
FXI vs AMBA
+12.8%
+7.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -1.7% |
| 7D | +4.4% | 0.0% | +4.4% | +4.2% |
| 30D | +1.2% | -8.6% | +9.8% | +2.4% |
| 3M | -4.2% | -29.0% | +24.8% | +0.7% |
| 6M | -6.2% | -19.2% | +13.0% | -6.2% |
| YTD | -8.8% | -13.0% | +4.2% | -10.9% |
| 1Y | -11.6% | -31.3% | +19.6% | -10.4% |
| 3Y | +45.1% | +28.1% | +17.0% | +24.1% |
| 5Y | -1.2% | -69.4% | +68.3% | +1.6% |
| 10Y | +20.1% | +7.6% | +12.4% | -14.1% |
| All | +20.1% | +12.8% | +7.2% | -14.1% |
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