+2.4%
AMBA vs GWRE
+129.6%
-127.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -0.7% |
| 7D | +7.1% | -30.9% | +38.0% | +24.8% |
| 30D | -18.1% | -20.7% | +2.6% | -11.5% |
| 3M | +8.4% | +20.2% | -11.8% | -8.7% |
| 6M | +25.7% | -11.9% | +37.5% | +19.7% |
| YTD | -4.2% | -30.3% | +26.1% | +2.4% |
| 1Y | -18.7% | -44.6% | +25.9% | -0.3% |
| 3Y | +13.3% | +48.8% | -35.5% | -34.0% |
| 5Y | -54.2% | +14.8% | -69.0% | -69.0% |
| All | +2.4% | +129.6% | -127.3% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GWRE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling