+8.0%
AMBA vs WETO
-99.4%
+107.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.4% | -1.5% |
| 7D | +7.1% | -19.9% | +27.0% | +7.6% |
| 30D | -18.1% | -42.7% | +24.5% | -24.0% |
| 3M | +8.4% | -97.7% | +106.1% | +3.6% |
| 6M | +25.7% | -94.4% | +120.1% | +14.5% |
| YTD | -4.2% | -97.0% | +92.8% | -11.7% |
| 1Y | -18.7% | -98.9% | +80.2% | -23.7% |
| All | +8.0% | -99.4% | +107.4% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling