-33.6%
AG vs AMBA
+722.2%
-755.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.2% | -1.6% |
| 7D | -2.9% | -14.6% | +11.7% | -0.3% |
| 30D | -15.1% | -18.8% | +3.7% | -12.1% |
| 3M | -15.4% | -32.6% | +17.2% | -9.8% |
| 6M | -21.9% | -25.8% | +3.9% | -19.7% |
| YTD | -10.4% | -22.1% | +11.7% | -9.1% |
| 1Y | +39.8% | -36.2% | +76.0% | +45.7% |
| 3Y | +209.5% | +10.0% | +199.6% | +188.6% |
| 5Y | +12.5% | -71.6% | +84.1% | +17.4% |
| 10Y | +79.5% | -4.7% | +84.2% | +53.2% |
| All | -33.6% | +722.2% | -755.8% | -56.5% |
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 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