+276.5%
WFC vs AMBA
+837.3%
-560.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | +3.8% | -11.0% | +14.7% | +5.5% |
| 30D | +1.5% | -23.2% | +24.6% | +5.3% |
| 3M | +10.9% | -12.7% | +23.6% | +10.9% |
| 6M | +8.4% | +11.2% | -2.8% | +3.2% |
| YTD | -1.9% | -11.2% | +9.3% | -3.7% |
| 1Y | +12.3% | -22.5% | +34.9% | +11.5% |
| 3Y | +132.3% | -1.3% | +133.6% | +113.6% |
| 5Y | +130.1% | -54.2% | +184.2% | +122.6% |
| 10Y | +134.4% | -6.1% | +140.5% | +89.1% |
| All | +276.5% | +837.3% | -560.8% | +124.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling