-25.9%
BBWI vs AMBA
+16.7%
-42.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.1% | -9.4% | -4.5% |
| 7D | -6.2% | -7.2% | +1.0% | -4.9% |
| 30D | +19.9% | -10.4% | +30.3% | +22.0% |
| 3M | +7.1% | -30.1% | +37.3% | +14.3% |
| 6M | +13.7% | -22.4% | +36.1% | +13.4% |
| YTD | +9.6% | -17.3% | +26.9% | +5.8% |
| 1Y | -1.6% | -35.4% | +33.7% | +1.5% |
| 3Y | -25.9% | +18.6% | -44.5% | -43.6% |
| All | -25.9% | +16.7% | -42.6% | -43.6% |
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