-43.3%
BBWI vs AMBA
-1.0%
-42.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.0% |
| 7D | +1.5% | -11.0% | +12.5% | +4.1% |
| 30D | -5.2% | -23.2% | +18.0% | +0.3% |
| 3M | +11.1% | -12.7% | +23.8% | +10.6% |
| 6M | -13.4% | +11.2% | -24.6% | -21.6% |
| YTD | +0.1% | -11.2% | +11.3% | -4.0% |
| 1Y | -36.1% | -22.5% | -13.6% | -37.4% |
| All | -43.3% | -1.0% | -42.4% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling