+111.6%
AGI vs AMBA
+837.3%
-725.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | +0.6% | -11.0% | +11.6% | +1.5% |
| 30D | +18.2% | -23.2% | +41.4% | +20.6% |
| 3M | -4.1% | -12.7% | +8.6% | -3.9% |
| 6M | -28.7% | +11.2% | -39.9% | -30.2% |
| YTD | -4.0% | -11.2% | +7.2% | -4.7% |
| 1Y | +17.4% | -22.5% | +40.0% | +17.3% |
| 3Y | +203.0% | -1.3% | +204.3% | +190.9% |
| 5Y | +376.7% | -54.2% | +430.8% | +363.2% |
| 10Y | +407.5% | -6.1% | +413.6% | +348.5% |
| All | +111.6% | +837.3% | -725.7% | +40.3% |
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