+362.7%
AGI vs AMBA
+12.8%
+349.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -2.9% | +2.1% |
| 7D | +17.4% | 0.0% | +17.4% | +17.3% |
| 30D | -0.9% | -8.6% | +7.6% | -0.4% |
| 3M | -1.6% | -29.0% | +27.4% | +0.3% |
| 6M | -24.7% | -19.2% | -5.5% | -24.5% |
| YTD | -15.3% | -13.0% | -2.3% | -15.8% |
| 1Y | +5.5% | -31.3% | +36.7% | +6.1% |
| 3Y | +154.5% | +28.1% | +126.4% | +143.6% |
| 5Y | +310.6% | -69.4% | +380.1% | +298.4% |
| 10Y | +362.7% | +7.6% | +355.1% | +335.9% |
| All | +362.7% | +12.8% | +349.9% | +335.9% |
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