+206.0%
IEFA vs AMBA
+939.8%
-733.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | -0.1% |
| 7D | -1.1% | +2.6% | -3.6% | -1.4% |
| 30D | +1.3% | -3.6% | +4.9% | +1.6% |
| 3M | -3.2% | -24.6% | +21.4% | -0.2% |
| 6M | +2.0% | -21.6% | +23.6% | +2.7% |
| YTD | +10.7% | -11.8% | +22.5% | +9.1% |
| 1Y | +13.0% | -33.2% | +46.1% | +14.7% |
| 3Y | +67.1% | +24.5% | +42.6% | +51.0% |
| 5Y | +49.4% | -67.7% | +117.1% | +51.0% |
| 10Y | +148.2% | +4.7% | +143.4% | +106.1% |
| All | +206.0% | +939.8% | -733.7% | +112.3% |
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 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