-67.7%
BBWI vs AMBA
-70.4%
+2.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.9% |
| 6M | +13.7% | -22.4% | +36.1% | +13.5% |
| YTD | +9.6% | -17.3% | +26.9% | +5.7% |
| 1Y | -1.6% | -35.4% | +33.7% | +1.5% |
| 3Y | -25.9% | +18.6% | -44.5% | -41.9% |
| All | -67.7% | -70.4% | +2.8% | -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