+11.1%
AG vs AMBA
-70.4%
+81.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.1% | -4.3% | +0.4% |
| 7D | +6.3% | -7.2% | +13.6% | +8.0% |
| 30D | -8.9% | -10.4% | +1.4% | -6.8% |
| 3M | -12.2% | -30.1% | +17.9% | -5.4% |
| 6M | -28.3% | -22.4% | -5.9% | -26.6% |
| YTD | -8.8% | -17.3% | +8.5% | -8.7% |
| 1Y | +39.4% | -35.4% | +74.7% | +45.8% |
| 3Y | +229.4% | +18.6% | +210.8% | +192.5% |
| All | +11.1% | -70.4% | +81.6% | -2.5% |
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