+231.4%
WAT vs AMBA
+7.9%
+223.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.5% |
| 7D | +0.7% | +2.6% | -1.9% | +0.2% |
| 30D | +9.0% | -3.6% | +12.6% | +9.4% |
| 3M | +13.5% | -24.6% | +38.1% | +18.1% |
| 6M | +35.3% | -21.6% | +56.9% | +36.0% |
| YTD | +24.0% | -11.8% | +35.8% | +21.0% |
| 1Y | +22.0% | -33.2% | +55.1% | +24.3% |
| 3Y | +84.0% | +24.5% | +59.5% | +60.8% |
| 5Y | +34.4% | -67.7% | +102.0% | +35.8% |
| 10Y | +231.4% | +4.7% | +226.7% | +147.5% |
| All | +231.4% | +7.9% | +223.5% | +147.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling