+92.7%
WFC vs AMBA
-69.1%
+161.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +0.9% | -2.7% | +3.5% | +1.2% |
| 30D | +3.3% | -10.5% | +13.7% | +4.8% |
| 3M | -1.4% | -26.4% | +25.0% | +2.8% |
| 6M | +14.7% | -20.9% | +35.6% | +15.0% |
| YTD | -5.9% | -14.8% | +8.9% | -7.8% |
| 1Y | +1.8% | -36.1% | +37.9% | +4.6% |
| 3Y | +124.9% | +20.2% | +104.7% | +94.0% |
| 5Y | +92.7% | -67.2% | +160.0% | +84.2% |
| All | +92.7% | -69.1% | +161.9% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling