+10.8%
WBD vs AMBA
-5.3%
+16.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.7% | -6.4% | +5.7% | +0.5% |
| 30D | +5.0% | -26.8% | +31.9% | +11.0% |
| 3M | +6.2% | -7.6% | +13.9% | +5.4% |
| 6M | +0.6% | +21.2% | -20.6% | -6.8% |
| YTD | -2.4% | -10.4% | +8.0% | -4.8% |
| 1Y | +127.7% | -24.4% | +152.1% | +126.2% |
| 3Y | +148.4% | +6.0% | +142.4% | +119.4% |
| 5Y | +4.2% | -53.9% | +58.1% | -2.2% |
| 10Y | +10.8% | -6.2% | +17.0% | -13.2% |
| All | +10.8% | -5.3% | +16.0% | -13.2% |
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