+336.4%
WM vs AMBA
-0.9%
+337.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -2.3% |
| 7D | +1.2% | -7.2% | +8.4% | +1.4% |
| 30D | +13.1% | -10.4% | +23.5% | +13.4% |
| 3M | +3.6% | -30.1% | +33.7% | +4.7% |
| 6M | +8.1% | -22.4% | +30.5% | +8.1% |
| YTD | +8.9% | -17.3% | +26.3% | +8.2% |
| 1Y | +20.3% | -35.4% | +55.7% | +20.9% |
| 3Y | +46.2% | +18.6% | +27.5% | +38.5% |
| 5Y | +59.9% | -69.8% | +129.7% | +61.2% |
| All | +336.4% | -0.9% | +337.3% | +265.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling