+76.9%
AJG vs AMBA
-50.1%
+127.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.4% | -11.2% | -3.2% |
| 7D | -7.4% | +2.5% | -9.9% | -7.5% |
| 30D | -3.0% | -16.1% | +13.2% | -2.2% |
| 3M | +12.8% | +4.6% | +8.2% | +11.5% |
| 6M | +12.8% | +29.2% | -16.3% | +8.9% |
| YTD | -4.7% | -2.9% | -1.9% | -6.3% |
| 1Y | -17.2% | -18.7% | +1.5% | -17.9% |
| 3Y | +10.2% | +14.9% | -4.7% | +2.1% |
| 5Y | +76.9% | -53.0% | +129.9% | +67.0% |
| All | +76.9% | -50.1% | +127.1% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling