+32.8%
FXI vs AMBA
+810.0%
-777.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.0% |
| 7D | -4.2% | +10.7% | -14.9% | -5.7% |
| 30D | -2.0% | -5.0% | +3.0% | -1.5% |
| 3M | -5.0% | -26.9% | +21.9% | -1.0% |
| 6M | -9.6% | -21.9% | +12.3% | -9.1% |
| YTD | -11.9% | -13.8% | +1.9% | -13.5% |
| 1Y | -16.7% | -36.1% | +19.4% | -14.6% |
| 3Y | +40.6% | +21.6% | +19.0% | +24.3% |
| 5Y | -9.1% | -68.8% | +59.7% | -7.0% |
| 10Y | +18.4% | +2.3% | +16.1% | -6.2% |
| All | +32.8% | +810.0% | -777.2% | -21.7% |
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