+38.6%
FXI vs AMBA
+722.2%
-683.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.4% | +10.5% | +2.4% |
| 7D | +6.9% | -14.6% | +21.5% | +9.3% |
| 30D | +3.5% | -18.8% | +22.3% | +6.5% |
| 3M | -3.2% | -32.6% | +29.4% | +2.2% |
| 6M | -3.5% | -25.8% | +22.3% | -2.2% |
| YTD | -8.1% | -22.1% | +14.1% | -8.2% |
| 1Y | -10.5% | -36.2% | +25.7% | -8.3% |
| 3Y | +43.0% | +10.0% | +33.0% | +28.4% |
| 5Y | -0.1% | -71.6% | +71.5% | +3.7% |
| 10Y | +22.7% | -4.7% | +27.4% | -1.5% |
| All | +38.6% | +722.2% | -683.6% | -17.0% |
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