+421.0%
WELL vs AMBA
-0.9%
+421.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -0.7% |
| 7D | +4.4% | -7.2% | +11.7% | +5.1% |
| 30D | +10.8% | -10.4% | +21.2% | +11.7% |
| 3M | +4.2% | -30.1% | +34.3% | +7.4% |
| 6M | +14.0% | -22.4% | +36.4% | +14.2% |
| YTD | +33.4% | -17.3% | +50.8% | +31.9% |
| 1Y | +32.4% | -35.4% | +67.8% | +34.0% |
| 3Y | +194.7% | +18.6% | +176.1% | +164.4% |
| 5Y | +226.5% | -69.8% | +296.3% | +233.5% |
| All | +421.0% | -0.9% | +421.9% | +295.7% |
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 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