+129.3%
WFC vs AMBA
-54.5%
+183.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | +3.8% | -11.0% | +14.7% | +5.6% |
| 30D | +1.5% | -23.2% | +24.6% | +5.5% |
| 3M | +10.9% | -12.7% | +23.6% | +10.9% |
| 6M | +8.4% | +11.2% | -2.8% | +2.3% |
| YTD | -1.9% | -11.2% | +9.3% | -4.0% |
| 1Y | +12.3% | -22.5% | +34.9% | +11.2% |
| 3Y | +132.3% | -1.3% | +133.6% | +109.1% |
| All | +129.3% | -54.5% | +183.9% | +110.0% |
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