+1,110.9%
WDC vs AMBA
+722.2%
+388.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -9.4% | -7.9% | -14.4% |
| 7D | -32.3% | -14.6% | -17.7% | -28.6% |
| 30D | -34.9% | -18.8% | -16.1% | -30.3% |
| 3M | -48.4% | -32.6% | -15.8% | -42.0% |
| 6M | -42.4% | -25.8% | -16.6% | -38.3% |
| YTD | +55.5% | -22.1% | +77.6% | +63.5% |
| 1Y | +67.5% | -36.2% | +103.7% | +85.4% |
| 3Y | +727.3% | +10.0% | +717.3% | +646.6% |
| 5Y | +533.3% | -71.6% | +604.9% | +647.5% |
| 10Y | +627.0% | -4.7% | +631.7% | +472.4% |
| All | +1,110.9% | +722.2% | +388.7% | +531.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling