+526.6%
WMT vs AMBA
+12.8%
+513.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.2% | -0.1% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | +12.9% | -8.6% | +21.4% | +13.2% |
| 3M | +12.6% | -29.0% | +41.6% | +14.2% |
| 6M | -3.4% | -19.2% | +15.8% | -3.5% |
| YTD | +13.5% | -13.0% | +26.5% | +12.4% |
| 1Y | +23.5% | -31.3% | +54.8% | +23.9% |
| 3Y | +137.3% | +28.1% | +109.2% | +122.2% |
| 5Y | +167.9% | -69.4% | +237.4% | +168.5% |
| 10Y | +526.6% | +7.6% | +519.0% | +418.4% |
| All | +526.6% | +12.8% | +513.8% | +418.4% |
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