+39.8%
WAB vs AMBA
-32.7%
+72.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.1% | -4.3% | +1.4% |
| 7D | +1.4% | -7.2% | +8.7% | +2.0% |
| 30D | +0.4% | -10.4% | +10.8% | +1.1% |
| 3M | -3.8% | -30.1% | +26.3% | -1.6% |
| 6M | +5.1% | -22.4% | +27.5% | +4.9% |
| YTD | +33.3% | -17.3% | +50.7% | +29.6% |
| 1Y | +39.8% | -35.4% | +75.2% | +38.4% |
| All | +39.8% | -32.7% | +72.5% | +38.4% |
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