+295.8%
IWM vs AMBA
+722.2%
-426.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.4% | +4.8% | -2.8% |
| 7D | -4.6% | -14.6% | +10.0% | -1.7% |
| 30D | -3.7% | -18.8% | +15.1% | 0.0% |
| 3M | -9.4% | -32.6% | +23.2% | -2.9% |
| 6M | -3.6% | -25.8% | +22.2% | -1.6% |
| YTD | +10.8% | -22.1% | +32.9% | +11.0% |
| 1Y | +11.9% | -36.2% | +48.1% | +15.7% |
| 3Y | +60.6% | +10.0% | +50.6% | +42.0% |
| 5Y | +19.2% | -71.6% | +90.8% | +26.6% |
| 10Y | +165.3% | -4.7% | +170.1% | +110.1% |
| All | +295.8% | +722.2% | -426.4% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling