+67.2%
AG vs AMBA
-54.5%
+121.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +1.0% | -11.0% | +12.0% | +3.5% |
| 30D | +19.2% | -23.2% | +42.3% | +26.0% |
| 3M | +6.2% | -12.7% | +18.9% | +7.1% |
| 6M | -26.7% | +11.2% | -37.9% | -30.8% |
| YTD | +26.1% | -11.2% | +37.3% | +24.6% |
| 1Y | +131.7% | -22.5% | +154.2% | +133.2% |
| 3Y | +255.3% | -1.3% | +256.7% | +223.7% |
| All | +67.2% | -54.5% | +121.7% | +41.6% |
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