+4.1%
BBWI vs AMBA
-25.6%
+29.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.9% | +4.2% |
| 7D | +8.8% | -8.1% | +16.9% | +9.1% |
| 30D | +34.8% | -10.8% | +45.6% | +35.3% |
| 3M | +12.9% | -25.9% | +38.8% | +14.7% |
| 6M | +29.6% | -13.9% | +43.4% | +27.5% |
| YTD | +20.8% | -14.0% | +34.8% | +18.1% |
| 1Y | +4.1% | -25.7% | +29.8% | +2.3% |
| All | +4.1% | -25.6% | +29.7% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling