+937.8%
AMBA vs GWRE
+441.4%
+496.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -19.9% | +19.2% | +8.7% |
| 7D | -11.0% | -21.1% | +10.1% | -2.0% |
| 30D | -23.2% | +1.3% | -24.5% | -25.7% |
| 3M | -12.7% | +7.4% | -20.2% | -20.9% |
| 6M | +11.2% | +5.6% | +5.6% | -3.1% |
| YTD | -11.2% | -19.2% | +8.0% | -11.6% |
| 1Y | -22.5% | -25.1% | +2.6% | -21.0% |
| 3Y | -1.3% | +87.7% | -89.0% | -46.6% |
| 5Y | -54.2% | +32.0% | -86.2% | -69.4% |
| 10Y | -6.1% | +157.8% | -163.9% | -57.4% |
| All | +937.8% | +441.4% | +496.4% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling