-36.1%
AMBA vs TW
+19.2%
-55.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.1% |
| 7D | -2.6% | +3.1% | -5.8% | -2.7% |
| 30D | -10.5% | +16.7% | -27.2% | -10.8% |
| 3M | -26.4% | +25.2% | -51.6% | -26.8% |
| 6M | -20.9% | +19.5% | -40.3% | -23.9% |
| YTD | -14.8% | +21.0% | -35.8% | -18.3% |
| 1Y | -36.1% | +19.0% | -55.0% | -39.8% |
| All | -36.1% | +19.2% | -55.3% | -39.8% |
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