-0.9%
AWK vs AMBA
-70.4%
+69.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -1.4% |
| 7D | +4.1% | -7.2% | +11.3% | +4.1% |
| 30D | +18.0% | -10.4% | +28.4% | +18.0% |
| 3M | +12.2% | -30.1% | +42.3% | +12.5% |
| 6M | +21.2% | -22.4% | +43.7% | +21.1% |
| YTD | +17.6% | -17.3% | +34.9% | +17.1% |
| 1Y | +19.2% | -35.4% | +54.6% | +19.7% |
| 3Y | +26.7% | +18.6% | +8.1% | +19.2% |
| All | -0.9% | -70.4% | +69.5% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling