+43.8%
WAB vs AMBA
-35.5%
+79.3%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | +7.9% | +10.7% | -2.8% | +7.0% |
| 30D | +4.9% | -5.0% | +9.9% | +5.2% |
| 3M | +1.8% | -26.9% | +28.7% | +3.7% |
| 6M | +12.0% | -21.9% | +33.9% | +12.0% |
| YTD | +41.3% | -13.8% | +55.1% | +36.8% |
| 1Y | +43.8% | -36.1% | +79.9% | +41.4% |
| All | +43.8% | -35.5% | +79.3% | +41.4% |
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