+0.1%
AMBA vs WETO
-99.4%
+99.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -20.8% | +20.0% | -0.2% |
| 7D | -11.0% | -55.4% | +44.5% | -9.4% |
| 30D | -23.2% | -48.5% | +25.3% | -28.4% |
| 3M | -12.7% | -97.5% | +84.8% | -16.9% |
| 6M | +11.2% | -94.2% | +105.4% | +1.2% |
| YTD | -11.2% | -97.0% | +85.8% | -18.2% |
| 1Y | -22.5% | -98.9% | +76.4% | -27.2% |
| All | +0.1% | -99.4% | +99.5% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling