+32.1%
WAT vs AMBA
-72.1%
+104.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.4% | +6.3% | -1.6% |
| 7D | -5.6% | -14.6% | +8.9% | -3.2% |
| 30D | +3.8% | -18.8% | +22.6% | +7.1% |
| 3M | +13.3% | -32.6% | +45.9% | +20.0% |
| 6M | +32.2% | -25.8% | +58.0% | +33.7% |
| YTD | +19.3% | -22.1% | +41.4% | +18.4% |
| 1Y | +21.8% | -36.2% | +58.0% | +24.8% |
| 3Y | +73.9% | +10.0% | +63.9% | +52.5% |
| 5Y | +32.1% | -71.6% | +103.6% | +28.7% |
| All | +32.1% | -72.1% | +104.2% | +28.7% |
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