-54.2%
BBWI vs AMBA
-7.1%
-47.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.0% |
| 7D | +1.5% | -11.0% | +12.5% | +4.5% |
| 30D | -5.2% | -23.2% | +18.0% | +1.1% |
| 3M | +11.1% | -12.7% | +23.8% | +10.6% |
| 6M | -13.4% | +11.2% | -24.6% | -21.0% |
| YTD | +0.1% | -11.2% | +11.3% | -3.5% |
| 1Y | -36.1% | -22.5% | -13.6% | -37.1% |
| 3Y | -44.1% | -1.3% | -42.8% | -51.5% |
| 5Y | -66.2% | -54.2% | -12.1% | -67.5% |
| All | -54.2% | -7.1% | -47.2% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling