+86.8%
WFC vs AMBA
-70.4%
+157.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.6% | -1.4% |
| 7D | +1.2% | -7.2% | +8.5% | +2.3% |
| 30D | +5.2% | -10.4% | +15.6% | +6.7% |
| 3M | -3.0% | -30.1% | +27.1% | +1.9% |
| 6M | +6.2% | -22.4% | +28.6% | +6.7% |
| YTD | -7.9% | -17.3% | +9.4% | -9.3% |
| 1Y | +0.3% | -35.4% | +35.7% | +2.6% |
| 3Y | +117.7% | +18.6% | +99.1% | +88.4% |
| All | +86.8% | -70.4% | +157.2% | +80.4% |
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