+138.1%
WFC vs AMBA
-9.0%
+147.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | +3.8% | -11.0% | +14.7% | +5.9% |
| 30D | +1.5% | -23.2% | +24.6% | +6.1% |
| 3M | +10.9% | -12.7% | +23.6% | +10.8% |
| 6M | +8.4% | +11.2% | -2.8% | +1.9% |
| YTD | -1.9% | -11.2% | +9.3% | -4.2% |
| 1Y | +12.3% | -22.5% | +34.9% | +11.1% |
| 3Y | +132.3% | -1.3% | +133.6% | +108.3% |
| 5Y | +130.1% | -54.2% | +184.2% | +119.0% |
| All | +138.1% | -9.0% | +147.1% | +63.9% |
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