-25.7%
AMBA vs TW
+20.8%
-46.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -1.8% |
| 7D | -8.1% | +6.0% | -14.1% | -8.2% |
| 30D | -10.8% | +18.6% | -29.3% | -11.2% |
| 3M | -25.9% | +26.5% | -52.5% | -26.5% |
| 6M | -13.9% | +13.1% | -27.0% | -16.6% |
| YTD | -14.0% | +18.5% | -32.5% | -17.5% |
| 1Y | -25.7% | +21.7% | -47.4% | -28.7% |
| All | -25.7% | +20.8% | -46.4% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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