+155.4%
IWM vs AMBA
+4.3%
+151.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | +0.3% | -2.6% | +2.9% | +0.8% |
| 30D | +0.6% | -10.5% | +11.1% | +2.8% |
| 3M | -6.2% | -26.4% | +20.2% | -0.5% |
| 6M | -0.8% | -20.9% | +20.1% | 0.0% |
| YTD | +14.8% | -14.8% | +29.5% | +12.3% |
| 1Y | +16.1% | -36.1% | +52.2% | +20.7% |
| 3Y | +71.5% | +20.2% | +51.3% | +44.3% |
| 5Y | +25.8% | -67.2% | +93.0% | +30.7% |
| 10Y | +155.4% | +5.0% | +150.5% | +76.0% |
| All | +155.4% | +4.3% | +151.1% | +76.0% |
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