+917.2%
AMBA vs WTW
+326.7%
+590.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.8% | +5.5% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | -8.6% | +10.4% | -19.0% | -13.4% |
| 3M | -29.0% | -4.8% | -24.1% | -28.0% |
| 6M | -19.2% | +28.5% | -47.7% | -31.4% |
| YTD | -13.0% | +0.5% | -13.5% | -17.0% |
| 1Y | -31.3% | +1.6% | -32.9% | -35.0% |
| 3Y | +28.1% | +42.5% | -14.4% | -5.8% |
| 5Y | -69.4% | +49.8% | -119.3% | -78.1% |
| 10Y | +7.6% | +218.4% | -210.8% | -53.9% |
| All | +917.2% | +326.7% | +590.5% | +237.2% |
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