-11.5%
AJG vs AMBA
-20.7%
+9.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.6% |
| 7D | -1.8% | -11.0% | +9.1% | -2.7% |
| 30D | +4.6% | -23.2% | +27.8% | +2.5% |
| 3M | +24.9% | -12.7% | +37.6% | +24.3% |
| 6M | +17.2% | +11.2% | +6.0% | +18.5% |
| YTD | +2.2% | -11.2% | +13.4% | +2.7% |
| 1Y | -11.5% | -22.5% | +11.0% | -11.1% |
| All | -11.5% | -20.7% | +9.2% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling