+400.5%
AGI vs AMBA
+2.6%
+397.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.4% | -7.1% | +0.8% |
| 7D | +2.2% | +2.5% | -0.3% | +2.0% |
| 30D | +11.3% | -16.1% | +27.4% | +12.5% |
| 3M | +5.6% | +4.6% | +1.0% | +4.6% |
| 6M | -27.7% | +29.2% | -56.8% | -29.7% |
| YTD | -4.1% | -2.9% | -1.2% | -5.3% |
| 1Y | +13.8% | -18.7% | +32.5% | +13.2% |
| 3Y | +217.0% | +14.9% | +202.2% | +203.8% |
| 5Y | +404.3% | -53.0% | +457.3% | +383.7% |
| 10Y | +400.5% | +8.3% | +392.2% | +373.6% |
| All | +400.5% | +2.6% | +397.9% | +373.6% |
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 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