+156.8%
AWK vs AMBA
+4.3%
+152.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +0.8% |
| 7D | +2.7% | -2.7% | +5.3% | +2.7% |
| 30D | +16.7% | -10.5% | +27.2% | +17.0% |
| 3M | +11.7% | -26.4% | +38.2% | +12.6% |
| 6M | +21.9% | -20.9% | +42.8% | +21.8% |
| YTD | +17.6% | -14.8% | +32.4% | +16.8% |
| 1Y | +19.8% | -36.1% | +55.9% | +20.5% |
| 3Y | +31.0% | +20.2% | +10.8% | +23.7% |
| 5Y | -3.0% | -67.2% | +64.3% | -3.5% |
| 10Y | +156.8% | +4.9% | +151.8% | +122.8% |
| All | +156.8% | +4.3% | +152.5% | +122.8% |
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