+331.2%
IWM vs AMBA
+837.3%
-506.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.1% | -11.0% | +11.0% | +2.3% |
| 30D | -1.3% | -23.2% | +21.9% | +3.7% |
| 3M | +1.6% | -12.7% | +14.3% | +1.9% |
| 6M | +13.6% | +11.2% | +2.3% | +7.3% |
| YTD | +20.8% | -11.2% | +32.0% | +18.5% |
| 1Y | +26.4% | -22.5% | +49.0% | +26.0% |
| 3Y | +60.7% | -1.3% | +62.0% | +45.8% |
| 5Y | +38.2% | -54.2% | +92.4% | +34.9% |
| 10Y | +169.5% | -6.1% | +175.6% | +112.7% |
| All | +331.2% | +837.3% | -506.1% | +144.7% |
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