-32.3%
AG vs AMBA
+772.6%
-804.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.1% | -4.3% | +0.8% |
| 7D | +6.3% | -7.2% | +13.6% | +7.6% |
| 30D | -8.9% | -10.4% | +1.4% | -7.3% |
| 3M | -12.2% | -30.1% | +17.9% | -7.0% |
| 6M | -28.3% | -22.4% | -5.9% | -26.9% |
| YTD | -8.8% | -17.3% | +8.5% | -8.4% |
| 1Y | +39.4% | -35.4% | +74.7% | +44.8% |
| 3Y | +229.4% | +18.6% | +210.8% | +203.3% |
| 5Y | +14.5% | -69.8% | +84.4% | +18.3% |
| 10Y | +82.7% | +1.1% | +81.6% | +54.3% |
| All | -32.3% | +772.6% | -804.9% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling