-53.9%
AMBA vs GWRE
+22.2%
-76.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.8% | +8.8% | +4.0% |
| 7D | -6.4% | -25.6% | +19.1% | +3.4% |
| 30D | -26.8% | -12.2% | -14.6% | -24.9% |
| 3M | -7.6% | +17.7% | -25.3% | -19.3% |
| 6M | +21.2% | -11.3% | +32.5% | +18.0% |
| YTD | -10.4% | -25.5% | +15.1% | -5.0% |
| 1Y | -24.4% | -42.8% | +18.4% | -5.7% |
| 3Y | +6.0% | +59.0% | -53.0% | -45.2% |
| 5Y | -53.9% | +21.6% | -75.5% | -66.9% |
| All | -53.9% | +22.2% | -76.1% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling