+555.1%
WMT vs AMBA
+831.3%
-276.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | 0.0% |
| 7D | -2.7% | +2.6% | -5.3% | -2.8% |
| 30D | +11.1% | -3.6% | +14.7% | +11.2% |
| 3M | +11.2% | -24.6% | +35.8% | +12.3% |
| 6M | -1.3% | -21.6% | +20.3% | -1.2% |
| YTD | +13.5% | -11.8% | +25.3% | +12.6% |
| 1Y | +22.5% | -33.2% | +55.7% | +23.0% |
| 3Y | +134.1% | +24.5% | +109.6% | +123.5% |
| 5Y | +170.3% | -67.7% | +237.9% | +169.0% |
| 10Y | +525.5% | +4.7% | +520.8% | +464.9% |
| All | +555.1% | +831.3% | -276.2% | +475.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling