+150.5%
AWK vs AMBA
+12.8%
+137.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -0.9% |
| 7D | +1.2% | 0.0% | +1.3% | +1.2% |
| 30D | +15.8% | -8.6% | +24.4% | +16.0% |
| 3M | +11.0% | -29.0% | +40.0% | +12.0% |
| 6M | +21.0% | -19.2% | +40.2% | +20.8% |
| YTD | +16.7% | -13.0% | +29.7% | +15.9% |
| 1Y | +17.2% | -31.3% | +48.4% | +17.5% |
| 3Y | +29.2% | +28.1% | +1.0% | +21.5% |
| 5Y | -2.3% | -69.4% | +67.1% | -2.4% |
| 10Y | +150.5% | +7.6% | +142.9% | +117.3% |
| All | +150.5% | +12.8% | +137.7% | +117.3% |
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