+158.6%
AWK vs AMBA
-0.9%
+159.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.4% |
| 7D | +0.1% | +2.7% | -2.5% | +0.1% |
| 30D | +14.3% | -2.2% | +16.4% | +14.3% |
| 3M | +10.3% | -26.6% | +36.9% | +11.2% |
| 6M | +18.9% | -26.8% | +45.7% | +19.3% |
| YTD | +17.7% | -15.1% | +32.8% | +17.0% |
| 1Y | +16.9% | -32.3% | +49.1% | +17.2% |
| 3Y | +32.2% | +19.8% | +12.4% | +24.8% |
| 5Y | -2.2% | -69.2% | +67.1% | -2.3% |
| All | +158.6% | -0.9% | +159.5% | +123.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling