+57.5%
AG vs AMBA
-5.3%
+62.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.2% |
| 7D | +4.5% | -6.4% | +10.9% | +5.7% |
| 30D | +12.9% | -26.8% | +39.7% | +19.5% |
| 3M | +20.9% | -7.6% | +28.6% | +20.5% |
| 6M | -19.5% | +21.2% | -40.7% | -24.4% |
| YTD | +24.8% | -10.4% | +35.2% | +23.6% |
| 1Y | +120.2% | -24.4% | +144.7% | +123.1% |
| 3Y | +279.0% | +6.0% | +273.0% | +249.1% |
| 5Y | +67.9% | -53.9% | +121.8% | +60.6% |
| 10Y | +57.5% | -6.2% | +63.7% | +36.2% |
| All | +57.5% | -5.3% | +62.7% | +36.2% |
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