-67.2%
BBWI vs AMBA
-69.7%
+2.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | +0.5% |
| 7D | -6.2% | 0.0% | -6.1% | -6.3% |
| 30D | +25.5% | -8.6% | +34.1% | +27.7% |
| 3M | +8.0% | -29.0% | +36.9% | +16.4% |
| 6M | +12.7% | -19.2% | +31.9% | +11.4% |
| YTD | +11.6% | -13.0% | +24.6% | +6.3% |
| 1Y | -0.9% | -31.3% | +30.4% | +0.6% |
| 3Y | -22.7% | +28.1% | -50.8% | -40.7% |
| 5Y | -67.2% | -69.4% | +2.3% | -67.7% |
| All | -67.2% | -69.7% | +2.6% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling