-2.7%
BBWI vs AMBA
+722.2%
-724.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.4% | +3.2% | -4.3% |
| 7D | -3.1% | -14.6% | +11.5% | 0.0% |
| 30D | +23.1% | -18.8% | +41.9% | +27.9% |
| 3M | +7.3% | -32.6% | +39.9% | +15.0% |
| 6M | +22.6% | -25.8% | +48.4% | +24.2% |
| YTD | +13.3% | -22.1% | +35.4% | +12.5% |
| 1Y | -2.6% | -36.2% | +33.6% | +0.3% |
| 3Y | -25.9% | +10.0% | -35.9% | -34.9% |
| 5Y | -66.7% | -71.6% | +4.8% | -64.7% |
| 10Y | -41.6% | -4.7% | -36.8% | -51.8% |
| All | -2.7% | +722.2% | -724.9% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling