+466.5%
AJG vs AMBA
+8.8%
+457.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -8.5% | +7.1% | -15.6% | -9.0% |
| 30D | -3.8% | -18.1% | +14.4% | -2.3% |
| 3M | +10.8% | +8.4% | +2.5% | +8.6% |
| 6M | +15.6% | +25.7% | -10.1% | +10.6% |
| YTD | -5.1% | -4.2% | -0.9% | -7.1% |
| 1Y | -16.0% | -18.7% | +2.7% | -17.1% |
| 3Y | +9.7% | +13.3% | -3.6% | +0.6% |
| 5Y | +77.8% | -54.2% | +132.1% | +72.5% |
| All | +466.5% | +8.8% | +457.6% | +350.8% |
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