+457.6%
AWK vs AMBA
+722.2%
-264.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.4% | +11.3% | +2.1% |
| 7D | +7.2% | -14.6% | +21.8% | +7.6% |
| 30D | +19.0% | -18.8% | +37.8% | +19.6% |
| 3M | +14.4% | -32.6% | +47.0% | +15.5% |
| 6M | +22.6% | -25.8% | +48.4% | +22.7% |
| YTD | +19.2% | -22.1% | +41.3% | +18.9% |
| 1Y | +19.6% | -36.2% | +55.8% | +20.0% |
| 3Y | +26.1% | +10.0% | +16.1% | +20.9% |
| 5Y | +0.1% | -71.6% | +71.6% | -0.1% |
| 10Y | +163.3% | -4.7% | +168.1% | +141.9% |
| All | +457.6% | +722.2% | -264.6% | +352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling