+937.8%
AMBA vs WTW
+335.3%
+602.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | +0.3% |
| 7D | -11.0% | -2.6% | -8.3% | -9.8% |
| 30D | -23.2% | -1.0% | -22.2% | -22.9% |
| 3M | -12.7% | +29.9% | -42.6% | -25.3% |
| 6M | +11.2% | +10.7% | +0.5% | +2.5% |
| YTD | -11.2% | +2.6% | -13.8% | -15.4% |
| 1Y | -22.5% | +2.8% | -25.3% | -26.8% |
| 3Y | -1.3% | +67.3% | -68.6% | -34.5% |
| 5Y | -54.2% | +56.6% | -110.8% | -67.6% |
| 10Y | -6.1% | +204.1% | -210.2% | -58.0% |
| All | +937.8% | +335.3% | +602.5% | +243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling