+22.0%
WAT vs AMBA
-32.6%
+54.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.2% |
| 7D | +0.7% | +2.6% | -1.9% | +0.5% |
| 30D | +9.0% | -3.6% | +12.6% | +9.1% |
| 3M | +13.5% | -24.6% | +38.1% | +14.9% |
| 6M | +35.3% | -21.6% | +56.9% | +34.4% |
| YTD | +24.0% | -11.8% | +35.8% | +19.2% |
| 1Y | +22.0% | -33.2% | +55.1% | +20.9% |
| All | +22.0% | -32.6% | +54.5% | +20.9% |
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