+168.5%
WMT vs AMBA
-70.4%
+239.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.8% | -1.8% |
| 7D | +1.6% | -7.2% | +8.9% | +1.8% |
| 30D | +16.1% | -10.4% | +26.4% | +16.2% |
| 3M | +12.3% | -30.1% | +42.4% | +13.1% |
| 6M | -3.1% | -22.4% | +19.3% | -3.1% |
| YTD | +13.4% | -17.3% | +30.7% | +12.8% |
| 1Y | +24.5% | -35.4% | +59.9% | +25.0% |
| 3Y | +135.7% | +18.6% | +117.1% | +124.2% |
| All | +168.5% | -70.4% | +239.0% | +152.1% |
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