+13.4%
BWA vs AMBA
-35.5%
+48.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +4.3% | +2.7% | +1.6% | +3.8% |
| 30D | -13.0% | -2.2% | -10.8% | -12.7% |
| 3M | -24.8% | -26.6% | +1.8% | -21.1% |
| 6M | -23.5% | -26.8% | +3.3% | -21.8% |
| YTD | +13.8% | -15.1% | +29.0% | +10.3% |
| 1Y | +13.4% | -32.3% | +45.7% | +13.2% |
| All | +13.4% | -35.5% | +48.9% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling