+4.1%
AMBA vs WTW
+69.9%
-65.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.9% |
| 7D | -11.0% | -2.6% | -8.3% | -11.1% |
| 30D | -23.2% | -1.0% | -22.2% | -23.2% |
| 3M | -12.7% | +29.9% | -42.6% | -11.1% |
| 6M | +11.2% | +10.7% | +0.5% | +14.7% |
| YTD | -11.2% | +2.6% | -13.8% | -7.6% |
| 1Y | -22.5% | +2.8% | -25.3% | -19.5% |
| All | +4.1% | +69.9% | -65.8% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling