+52.3%
IEFA vs AMBA
-54.5%
+106.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.6% | -11.0% | +11.5% | +2.1% |
| 30D | +1.0% | -23.2% | +24.2% | +4.4% |
| 3M | +4.7% | -12.7% | +17.4% | +4.9% |
| 6M | +8.6% | +11.2% | -2.6% | +4.2% |
| YTD | +14.8% | -11.2% | +26.1% | +13.1% |
| 1Y | +22.6% | -22.5% | +45.2% | +21.9% |
| 3Y | +67.0% | -1.3% | +68.3% | +52.9% |
| All | +52.3% | -54.5% | +106.8% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling