+86.9%
AG vs AMBA
+7.9%
+79.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.8% |
| 7D | -4.0% | +2.6% | -6.6% | -4.6% |
| 30D | -13.1% | -3.6% | -9.5% | -12.5% |
| 3M | -22.0% | -24.6% | +2.6% | -18.0% |
| 6M | -37.3% | -21.6% | -15.6% | -36.1% |
| YTD | -11.2% | -11.8% | +0.6% | -11.9% |
| 1Y | +23.9% | -33.2% | +57.1% | +28.3% |
| 3Y | +225.1% | +24.5% | +200.7% | +192.8% |
| 5Y | +7.7% | -67.7% | +75.4% | +8.4% |
| 10Y | +86.9% | +4.7% | +82.1% | +54.7% |
| All | +86.9% | +7.9% | +79.0% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling