-14.0%
BBWI vs AMBA
+837.3%
-851.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.0% |
| 7D | +1.5% | -11.0% | +12.5% | +3.9% |
| 30D | -5.2% | -23.2% | +18.0% | -0.2% |
| 3M | +11.1% | -12.7% | +23.8% | +10.9% |
| 6M | -13.4% | +11.2% | -24.6% | -19.1% |
| YTD | +0.1% | -11.2% | +11.3% | -2.4% |
| 1Y | -36.1% | -22.5% | -13.6% | -36.7% |
| 3Y | -44.1% | -1.3% | -42.8% | -49.4% |
| 5Y | -66.2% | -54.2% | -12.1% | -66.8% |
| 10Y | -54.8% | -6.1% | -48.6% | -63.0% |
| All | -14.0% | +837.3% | -851.3% | -44.1% |
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