+11.0%
AWK vs AMBA
-1.0%
+12.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.2% |
| 7D | +1.7% | -11.0% | +12.7% | +1.2% |
| 30D | +5.6% | -23.2% | +28.7% | +4.3% |
| 3M | +15.9% | -12.7% | +28.6% | +15.7% |
| 6M | +4.6% | +11.2% | -6.6% | +5.5% |
| YTD | +10.1% | -11.2% | +21.3% | +10.6% |
| 1Y | +2.1% | -22.5% | +24.6% | +2.4% |
| All | +11.0% | -1.0% | +12.0% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling