+8.3%
AMBA vs WTW
+189.9%
-181.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -3.6% | +12.0% | +10.0% |
| 7D | +2.5% | -7.1% | +9.6% | +5.8% |
| 30D | -16.1% | -8.5% | -7.6% | -12.9% |
| 3M | +4.6% | +20.6% | -15.9% | -6.3% |
| 6M | +29.2% | +7.2% | +22.0% | +21.2% |
| YTD | -2.9% | -3.9% | +1.0% | -4.2% |
| 1Y | -18.7% | -3.6% | -15.1% | -20.6% |
| 3Y | +14.9% | +60.7% | -45.8% | -22.2% |
| 5Y | -53.0% | +42.2% | -95.1% | -65.0% |
| 10Y | +8.3% | +195.5% | -187.1% | -46.8% |
| All | +8.3% | +189.9% | -181.5% | -46.8% |
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