-19.5%
WU vs AMBA
+772.6%
-792.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -2.5% |
| 7D | +11.7% | -7.2% | +18.9% | +12.3% |
| 30D | +12.6% | -10.4% | +23.0% | +13.4% |
| 3M | -0.5% | -30.1% | +29.6% | +2.3% |
| 6M | -18.2% | -22.4% | +4.2% | -18.4% |
| YTD | -19.0% | -17.3% | -1.6% | -20.3% |
| 1Y | -16.7% | -35.4% | +18.7% | -16.1% |
| 3Y | -21.0% | +18.6% | -39.6% | -28.1% |
| 5Y | -41.7% | -69.8% | +28.1% | -41.6% |
| 10Y | -35.0% | +1.1% | -36.1% | -46.5% |
| All | -19.5% | +772.6% | -792.1% | +4.2% |
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