+858.2%
AJG vs AMBA
+837.3%
+21.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -1.8% | -11.0% | +9.1% | -1.0% |
| 30D | +4.6% | -23.2% | +27.8% | +6.6% |
| 3M | +24.9% | -12.7% | +37.6% | +24.6% |
| 6M | +17.2% | +11.2% | +6.0% | +13.8% |
| YTD | +2.2% | -11.2% | +13.4% | +0.8% |
| 1Y | -11.5% | -22.5% | +11.0% | -12.3% |
| 3Y | +16.7% | -1.3% | +18.0% | +9.6% |
| 5Y | +89.6% | -54.2% | +143.8% | +84.2% |
| 10Y | +512.4% | -6.1% | +518.5% | +423.1% |
| All | +858.2% | +837.3% | +21.0% | +570.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling