+20.0%
AWK vs AMBA
-25.6%
+45.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.0% |
| 7D | +7.0% | -8.1% | +15.1% | +6.2% |
| 30D | +17.0% | -10.8% | +27.8% | +16.0% |
| 3M | +12.4% | -25.9% | +38.3% | +9.7% |
| 6M | +19.6% | -13.9% | +33.4% | +20.0% |
| YTD | +17.0% | -14.0% | +31.0% | +19.5% |
| 1Y | +20.0% | -25.7% | +45.7% | +22.1% |
| All | +20.0% | -25.6% | +45.6% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling