+21.7%
FXI vs AMBA
+4.2%
+17.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +3.7% | -2.6% | +6.3% | +3.9% |
| 30D | +0.5% | -10.5% | +11.0% | +2.1% |
| 3M | -5.7% | -26.4% | +20.7% | -1.4% |
| 6M | -6.9% | -20.9% | +14.0% | -6.6% |
| YTD | -9.5% | -14.8% | +5.3% | -11.2% |
| 1Y | -14.0% | -36.1% | +22.1% | -11.7% |
| 3Y | +44.5% | +20.2% | +24.3% | +25.1% |
| 5Y | -2.8% | -67.2% | +64.4% | -1.3% |
| All | +21.7% | +4.2% | +17.5% | -12.2% |
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 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