+63.3%
WM vs AMBA
-72.1%
+135.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.4% | +10.6% | +1.2% |
| 7D | +4.5% | -14.6% | +19.1% | +4.5% |
| 30D | +16.1% | -18.8% | +34.9% | +16.1% |
| 3M | +8.0% | -32.6% | +40.6% | +8.1% |
| 6M | +8.4% | -25.8% | +34.2% | +8.3% |
| YTD | +11.2% | -22.1% | +33.3% | +10.8% |
| 1Y | +22.3% | -36.2% | +58.5% | +22.4% |
| 3Y | +50.2% | +10.0% | +40.3% | +45.1% |
| 5Y | +63.3% | -71.6% | +134.8% | +58.5% |
| All | +63.3% | -72.1% | +135.4% | +58.5% |
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