-3.4%
GAP vs AMBA
-20.7%
+17.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -4.5% | -11.0% | +6.5% | -3.1% |
| 30D | +9.0% | -23.2% | +32.2% | +12.5% |
| 3M | +5.0% | -12.7% | +17.7% | +4.3% |
| 6M | -17.8% | +11.2% | -29.0% | -21.6% |
| YTD | -10.4% | -11.2% | +0.8% | -11.5% |
| 1Y | -3.4% | -22.5% | +19.2% | -6.6% |
| All | -3.4% | -20.7% | +17.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling