+665.4%
WING vs AMBA
-50.0%
+715.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.4% | +8.3% | +0.7% |
| 7D | +14.0% | -14.6% | +28.6% | +17.2% |
| 30D | +47.7% | -18.8% | +66.5% | +52.9% |
| 3M | +34.2% | -32.6% | +66.8% | +43.4% |
| 6M | +13.6% | -25.8% | +39.4% | +15.4% |
| YTD | -30.0% | -22.1% | -7.9% | -30.2% |
| 1Y | -33.9% | -36.2% | +2.3% | -31.9% |
| 3Y | -18.7% | +10.0% | -28.7% | -29.4% |
| 5Y | +5.5% | -71.6% | +77.1% | +10.3% |
| 10Y | +696.2% | -4.7% | +700.9% | +539.3% |
| All | +665.4% | -50.0% | +715.5% | +514.9% |
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 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