-21.1%
WY vs AMBA
-54.5%
+33.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -1.7% | -11.0% | +9.2% | -0.4% |
| 30D | -10.1% | -23.2% | +13.1% | -7.3% |
| 3M | -5.1% | -12.7% | +7.6% | -5.1% |
| 6M | -4.8% | +11.2% | -16.0% | -9.1% |
| YTD | -0.2% | -11.2% | +11.0% | -2.1% |
| 1Y | -6.6% | -22.5% | +15.9% | -7.5% |
| 3Y | -22.7% | -1.3% | -21.4% | -30.1% |
| All | -21.1% | -54.5% | +33.4% | -27.4% |
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