+30.7%
IVZ vs AMBA
-25.6%
+56.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.4% |
| 7D | +2.6% | -8.1% | +10.7% | +3.9% |
| 30D | -3.5% | -10.8% | +7.3% | -2.1% |
| 3M | -7.4% | -25.9% | +18.5% | -3.7% |
| 6M | +14.7% | -13.9% | +28.6% | +11.4% |
| YTD | +14.6% | -14.0% | +28.6% | +8.7% |
| 1Y | +30.7% | -25.7% | +56.4% | +25.7% |
| All | +30.7% | -25.6% | +56.3% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling