+227.9%
WAB vs AMBA
-54.5%
+282.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -3.2% | -11.0% | +7.8% | -1.3% |
| 30D | -4.4% | -23.2% | +18.7% | -0.3% |
| 3M | +7.9% | -12.7% | +20.6% | +7.9% |
| 6M | +8.7% | +11.2% | -2.5% | +2.6% |
| YTD | +33.0% | -11.2% | +44.2% | +30.0% |
| 1Y | +46.7% | -22.5% | +69.2% | +45.4% |
| 3Y | +153.0% | -1.3% | +154.3% | +127.0% |
| All | +227.9% | -54.5% | +282.4% | +198.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling