+107.8%
IVZ vs AMBA
+807.9%
-700.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.6% |
| 7D | +2.6% | -8.1% | +10.7% | +4.7% |
| 30D | -3.5% | -10.8% | +7.3% | -1.1% |
| 3M | -7.4% | -25.9% | +18.5% | -1.4% |
| 6M | +14.7% | -13.9% | +28.6% | +13.2% |
| YTD | +14.6% | -14.0% | +28.6% | +12.3% |
| 1Y | +30.7% | -25.7% | +56.4% | +31.5% |
| 3Y | +141.8% | +21.5% | +120.4% | +104.4% |
| 5Y | +40.2% | -68.9% | +109.2% | +49.4% |
| 10Y | +65.6% | +5.2% | +60.4% | +25.0% |
| All | +107.8% | +807.9% | -700.1% | +11.2% |
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