+37.2%
AMBA vs TW
+298.0%
-260.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | +10.7% | +3.2% | +7.5% | +9.1% |
| 30D | -5.0% | +19.7% | -24.7% | -12.6% |
| 3M | -26.9% | +26.8% | -53.7% | -34.8% |
| 6M | -21.9% | +20.9% | -42.8% | -30.1% |
| YTD | -13.8% | +22.9% | -36.7% | -24.2% |
| 1Y | -36.1% | +20.4% | -56.4% | -43.3% |
| 3Y | +21.6% | +42.9% | -21.2% | -6.1% |
| 5Y | -68.8% | +40.2% | -109.0% | -76.6% |
| All | +37.2% | +298.0% | -260.8% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling