-25.7%
AMBA vs WETO
-99.3%
+73.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.4% | -13.1% | -2.0% |
| 7D | -8.1% | +3.6% | -11.6% | -8.3% |
| 30D | -10.8% | -17.2% | +6.5% | -10.7% |
| 3M | -25.9% | -83.7% | +57.8% | -29.6% |
| 6M | -13.9% | -98.3% | +84.4% | -18.8% |
| YTD | -14.0% | -99.0% | +85.0% | -23.8% |
| 1Y | -25.7% | -99.4% | +73.7% | -44.5% |
| All | -25.7% | -99.3% | +73.6% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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