+5.0%
AMBA vs WTW
+222.3%
-217.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.9% |
| 7D | -2.6% | +1.6% | -4.2% | -3.5% |
| 30D | -10.5% | +12.4% | -22.8% | -15.5% |
| 3M | -26.4% | -2.6% | -23.8% | -26.2% |
| 6M | -20.9% | +30.8% | -51.6% | -32.6% |
| YTD | -14.8% | +2.3% | -17.1% | -18.8% |
| 1Y | -36.1% | +4.9% | -40.9% | -40.1% |
| 3Y | +20.2% | +43.9% | -23.6% | -11.1% |
| 5Y | -67.2% | +53.8% | -121.1% | -76.7% |
| 10Y | +5.0% | +212.8% | -207.8% | -50.3% |
| All | +5.0% | +222.3% | -217.3% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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