+91.0%
BWA vs AMBA
-54.5%
+145.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +2.9% |
| 7D | +5.7% | -11.0% | +16.6% | +8.2% |
| 30D | +1.4% | -23.2% | +24.6% | +7.1% |
| 3M | -12.1% | -12.7% | +0.6% | -11.5% |
| 6M | +28.6% | +11.2% | +17.3% | +21.1% |
| YTD | +51.1% | -11.2% | +62.3% | +48.4% |
| 1Y | +55.9% | -22.5% | +78.4% | +55.5% |
| 3Y | +70.1% | -1.3% | +71.4% | +50.5% |
| All | +91.0% | -54.5% | +145.6% | +68.2% |
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 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