+534.3%
AJG vs AMBA
-0.9%
+535.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.6% | +2.2% |
| 7D | +0.5% | +2.7% | -2.2% | +0.3% |
| 30D | +19.4% | -2.2% | +21.5% | +19.4% |
| 3M | +11.9% | -26.6% | +38.6% | +14.1% |
| 6M | +48.3% | -26.8% | +75.0% | +49.1% |
| YTD | +10.3% | -15.1% | +25.5% | +8.6% |
| 1Y | +11.5% | -32.3% | +43.8% | +12.0% |
| 3Y | +17.5% | +19.8% | -2.3% | +6.1% |
| 5Y | +79.8% | -69.2% | +149.0% | +82.2% |
| All | +534.3% | -0.9% | +535.3% | +398.6% |
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