-53.9%
AMBA vs TW
+23.1%
-77.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -11.0% | -2.3% | -8.6% | -10.0% |
| 30D | -23.2% | +3.9% | -27.1% | -24.8% |
| 3M | -12.7% | +5.7% | -18.4% | -16.7% |
| 6M | +11.2% | -14.5% | +25.7% | +17.7% |
| YTD | -11.2% | -0.9% | -10.4% | -14.0% |
| 1Y | -22.5% | -13.5% | -9.0% | -19.1% |
| 3Y | -1.3% | +25.0% | -26.3% | -26.9% |
| All | -53.9% | +23.1% | -77.0% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling