+71.7%
AG vs AMBA
+12.8%
+58.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.3% | -0.6% | +3.7% |
| 7D | +10.8% | 0.0% | +10.9% | +10.7% |
| 30D | -8.2% | -8.6% | +0.4% | -6.6% |
| 3M | -13.7% | -29.0% | +15.3% | -8.3% |
| 6M | -27.3% | -19.2% | -8.1% | -26.3% |
| YTD | -4.6% | -13.0% | +8.4% | -5.1% |
| 1Y | +39.4% | -31.3% | +70.6% | +43.6% |
| 3Y | +244.1% | +28.1% | +216.0% | +209.0% |
| 5Y | +16.8% | -69.4% | +86.2% | +18.2% |
| 10Y | +71.7% | +7.6% | +64.1% | +45.2% |
| All | +71.7% | +12.8% | +58.9% | +45.2% |
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 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