+458.5%
WMT vs AMBA
+837.3%
-378.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +3.9% | -11.0% | +14.9% | +4.4% |
| 30D | -4.4% | -23.2% | +18.8% | -3.4% |
| 3M | -8.8% | -12.7% | +3.9% | -8.8% |
| 6M | -15.6% | +11.2% | -26.8% | -16.9% |
| YTD | -3.2% | -11.2% | +8.0% | -3.8% |
| 1Y | +7.0% | -22.5% | +29.6% | +6.6% |
| 3Y | +105.3% | -1.3% | +106.6% | +98.5% |
| 5Y | +129.3% | -54.2% | +183.4% | +124.1% |
| 10Y | +423.9% | -6.1% | +430.0% | +374.8% |
| All | +458.5% | +837.3% | -378.7% | +391.6% |
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