-44.1%
BBWI vs AMBA
-0.9%
-43.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.1% | -9.4% | -4.8% |
| 7D | -6.2% | -7.2% | +1.0% | -4.5% |
| 30D | +19.9% | -10.4% | +30.3% | +22.5% |
| 3M | +7.1% | -30.1% | +37.3% | +15.8% |
| 6M | +13.7% | -22.4% | +36.1% | +13.8% |
| YTD | +9.6% | -17.3% | +26.9% | +6.3% |
| 1Y | -1.6% | -35.4% | +33.7% | +1.4% |
| 3Y | -25.9% | +18.6% | -44.5% | -39.8% |
| 5Y | -67.8% | -69.8% | +2.0% | -65.8% |
| All | -44.1% | -0.9% | -43.2% | -62.0% |
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