+161.6%
IWM vs AMBA
-0.9%
+162.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | -0.3% |
| 7D | -2.0% | -7.2% | +5.2% | -0.5% |
| 30D | -1.5% | -10.4% | +8.9% | +0.6% |
| 3M | -8.0% | -30.1% | +22.1% | -1.3% |
| 6M | -4.1% | -22.4% | +18.3% | -3.0% |
| YTD | +11.9% | -17.3% | +29.3% | +10.3% |
| 1Y | +15.0% | -35.4% | +50.4% | +19.1% |
| 3Y | +64.2% | +18.6% | +45.6% | +38.5% |
| 5Y | +20.4% | -69.8% | +90.2% | +27.3% |
| All | +161.6% | -0.9% | +162.4% | +82.1% |
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 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