-14.8%
AWK vs AMBA
-54.5%
+39.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | +1.7% | -11.0% | +12.7% | +1.8% |
| 30D | +5.6% | -23.2% | +28.7% | +5.8% |
| 3M | +15.9% | -12.7% | +28.6% | +15.7% |
| 6M | +4.6% | +11.2% | -6.6% | +3.5% |
| YTD | +10.1% | -11.2% | +21.3% | +9.6% |
| 1Y | +2.1% | -22.5% | +24.6% | +1.8% |
| 3Y | +9.8% | -1.3% | +11.2% | +5.8% |
| All | -14.8% | -54.5% | +39.7% | -18.9% |
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