+266.3%
WMB vs AMBA
+4.3%
+262.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.8% |
| 7D | -6.9% | -2.7% | -4.3% | -6.6% |
| 30D | -7.2% | -10.5% | +3.3% | -6.0% |
| 3M | -5.4% | -26.4% | +21.0% | -2.3% |
| 6M | -4.9% | -20.9% | +16.0% | -4.5% |
| YTD | +14.7% | -14.8% | +29.5% | +13.1% |
| 1Y | +14.7% | -36.1% | +50.8% | +16.9% |
| 3Y | +116.4% | +20.2% | +96.1% | +93.0% |
| 5Y | +198.5% | -67.2% | +265.8% | +203.2% |
| 10Y | +266.3% | +4.9% | +261.3% | +159.5% |
| All | +266.3% | +4.3% | +262.0% | +159.5% |
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 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