+892.1%
AMBA vs GWRE
+427.4%
+464.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.0% |
| 7D | +2.7% | -2.0% | +4.7% | +3.6% |
| 30D | -2.2% | -4.1% | +1.9% | -1.3% |
| 3M | -26.6% | -13.4% | -13.3% | -25.0% |
| 6M | -26.8% | +26.0% | -52.7% | -42.0% |
| YTD | -15.1% | -21.3% | +6.2% | -16.5% |
| 1Y | -32.3% | -27.5% | -4.8% | -30.2% |
| 3Y | +19.8% | +72.7% | -52.9% | -33.0% |
| 5Y | -69.2% | +26.4% | -95.6% | -79.5% |
| 10Y | +0.8% | +169.3% | -168.5% | -56.5% |
| All | +892.1% | +427.4% | +464.7% | +219.5% |
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 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