+89.3%
BWA vs AMBA
+7.2%
+82.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +1.3% |
| 7D | -5.5% | -7.2% | +1.8% | -3.9% |
| 30D | -21.7% | -10.4% | -11.4% | -20.0% |
| 3M | -25.6% | -30.1% | +4.5% | -20.0% |
| 6M | -17.4% | -22.4% | +5.0% | -15.8% |
| YTD | +9.2% | -17.3% | +26.5% | +8.5% |
| 1Y | +9.7% | -35.4% | +45.1% | +14.5% |
| 3Y | +54.6% | +18.6% | +36.0% | +31.0% |
| 5Y | +26.8% | -69.8% | +96.6% | +33.7% |
| All | +89.3% | +7.2% | +82.2% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling