+13.4%
AJG vs AMBA
+5.1%
+8.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -5.0% | -4.0% |
| 7D | -3.8% | -6.4% | +2.6% | -3.9% |
| 30D | +1.6% | -26.8% | +28.5% | +1.0% |
| 3M | +18.6% | -7.6% | +26.3% | +18.3% |
| 6M | +10.9% | +21.2% | -10.3% | +10.1% |
| YTD | -2.0% | -10.4% | +8.4% | -2.3% |
| 1Y | -14.9% | -24.4% | +9.5% | -15.1% |
| 3Y | +13.4% | +6.0% | +7.4% | +11.6% |
| All | +13.4% | +5.1% | +8.3% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling