+31.6%
AMBA vs TW
+286.2%
-254.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | -7.2% | +4.2% | -11.5% | -9.0% |
| 30D | -10.4% | +18.9% | -29.3% | -17.3% |
| 3M | -30.1% | +23.8% | -53.9% | -37.0% |
| 6M | -22.4% | +17.0% | -39.5% | -29.5% |
| YTD | -17.3% | +19.2% | -36.6% | -26.3% |
| 1Y | -35.4% | +20.1% | -55.5% | -42.8% |
| 3Y | +18.6% | +40.5% | -21.9% | -7.9% |
| 5Y | -69.8% | +38.0% | -107.9% | -77.2% |
| All | +31.6% | +286.2% | -254.6% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling