+3.8%
AMBA vs GWRE
+133.1%
-129.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -5.0% | +13.4% | +10.7% |
| 7D | +2.5% | -26.2% | +28.7% | +15.4% |
| 30D | -16.1% | -17.8% | +1.6% | -10.9% |
| 3M | +4.6% | +14.2% | -9.6% | -9.4% |
| 6M | +29.2% | -12.9% | +42.1% | +24.1% |
| YTD | -2.9% | -29.2% | +26.4% | +3.1% |
| 1Y | -18.7% | -44.4% | +25.7% | -0.3% |
| 3Y | +14.9% | +51.1% | -36.2% | -33.6% |
| 5Y | -53.0% | +16.5% | -69.5% | -68.3% |
| All | +3.8% | +133.1% | -129.4% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling