+133.4%
IVZ vs AMBA
+837.3%
-703.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +0.6% | -11.0% | +11.6% | +3.4% |
| 30D | +4.0% | -23.2% | +27.2% | +10.4% |
| 3M | +18.2% | -12.7% | +30.9% | +18.5% |
| 6M | +32.8% | +11.2% | +21.6% | +23.4% |
| YTD | +28.7% | -11.2% | +40.0% | +25.8% |
| 1Y | +55.4% | -22.5% | +77.9% | +54.9% |
| 3Y | +135.2% | -1.3% | +136.5% | +109.8% |
| 5Y | +64.2% | -54.2% | +118.3% | +61.3% |
| 10Y | +64.6% | -6.1% | +70.7% | +26.4% |
| All | +133.4% | +837.3% | -703.8% | +24.7% |
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