-33.2%
AMBA vs TW
+19.9%
-53.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.5% |
| 7D | +2.6% | +2.8% | -0.3% | +2.5% |
| 30D | -3.6% | +18.1% | -21.6% | -3.9% |
| 3M | -24.6% | +25.2% | -49.8% | -24.9% |
| 6M | -21.6% | +19.1% | -40.7% | -24.5% |
| YTD | -11.8% | +21.9% | -33.7% | -15.4% |
| 1Y | -33.2% | +18.9% | -52.1% | -37.5% |
| All | -33.2% | +19.9% | -53.0% | -37.5% |
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