+15.0%
IWM vs AMBA
-32.7%
+47.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | +0.3% |
| 7D | -2.0% | -7.2% | +5.2% | -1.3% |
| 30D | -1.5% | -10.4% | +8.9% | -0.4% |
| 3M | -8.0% | -30.1% | +22.1% | -4.7% |
| 6M | -4.1% | -22.4% | +18.3% | -3.8% |
| YTD | +11.9% | -17.3% | +29.3% | +8.7% |
| 1Y | +15.0% | -35.4% | +50.4% | +14.0% |
| All | +15.0% | -32.7% | +47.7% | +14.0% |
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 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