Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WELL vs AMBA✓SelectedUSD · AMBAWELL vs AMBA performance historyLatest closeAs of-2.05%09/04
Stock and ETF performance explorer

WELL vs AMBA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+332.6%
AMBA return
-7.1%
Excess return
+339.7%
Maximum drawdown
-63.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioAMBAExcessAlpha
1D-2.1%-0.8%-1.3%-2.0%
7D-0.8%-11.0%+10.2%+0.3%
30D-0.1%-23.2%+23.1%+2.4%
3M+18.0%-12.7%+30.7%+17.8%
6M+15.0%+11.2%+3.8%+10.9%
YTD+28.6%-11.2%+39.8%+26.7%
1Y+42.9%-22.5%+65.5%+41.7%
3Y+203.0%-1.3%+204.3%+180.1%
5Y+206.9%-54.2%+261.0%+193.9%
All+332.6%-7.1%+339.7%+236.1%

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