-18.9%
WU vs AMBA
+837.3%
-856.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -0.8% | -11.0% | +10.1% | +0.2% |
| 30D | -1.1% | -23.2% | +22.1% | +1.3% |
| 3M | -3.9% | -12.7% | +8.9% | -4.3% |
| 6M | -20.7% | +11.2% | -31.9% | -23.7% |
| YTD | -18.4% | -11.2% | -7.1% | -19.8% |
| 1Y | -8.1% | -22.5% | +14.5% | -9.1% |
| 3Y | -24.2% | -1.3% | -22.8% | -29.2% |
| 5Y | -50.4% | -54.2% | +3.7% | -52.4% |
| 10Y | -40.0% | -6.1% | -33.9% | -50.3% |
| All | -18.9% | +837.3% | -856.1% | +4.8% |
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