-0.2%
GAP vs AMBA
+0.6%
-0.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | -5.2% | +10.7% | -15.9% | -8.2% |
| 30D | -6.9% | -5.0% | -1.9% | -6.0% |
| 3M | +5.7% | -26.9% | +32.6% | +14.6% |
| 6M | +0.9% | -21.9% | +22.8% | +1.9% |
| YTD | -14.5% | -13.8% | -0.7% | -18.0% |
| 1Y | -12.1% | -36.1% | +24.0% | -8.1% |
| 3Y | +72.2% | +21.6% | +50.5% | +37.1% |
| 5Y | +4.5% | -68.8% | +73.3% | +12.6% |
| All | -0.2% | +0.6% | -0.9% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling