+47.5%
WM vs AMBA
+21.5%
+26.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +1.6% |
| 7D | +5.9% | -8.1% | +14.0% | +5.7% |
| 30D | +15.4% | -10.8% | +26.2% | +15.1% |
| 3M | +6.3% | -25.9% | +32.3% | +5.6% |
| 6M | +5.6% | -13.9% | +19.4% | +5.4% |
| YTD | +9.9% | -14.0% | +23.9% | +9.9% |
| 1Y | +20.8% | -25.7% | +46.5% | +20.9% |
| All | +47.5% | +21.5% | +26.1% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling