+14.6%
GAP vs AMBA
+12.8%
+1.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.8% | +1.9% |
| 7D | 0.0% | 0.0% | +0.1% | -0.1% |
| 30D | -4.3% | -8.6% | +4.3% | -2.2% |
| 3M | +9.4% | -29.0% | +38.4% | +19.6% |
| 6M | -3.3% | -19.2% | +15.9% | -3.6% |
| YTD | -10.5% | -13.0% | +2.5% | -14.4% |
| 1Y | -2.4% | -31.3% | +28.9% | -0.4% |
| 3Y | +80.1% | +28.1% | +51.9% | +41.1% |
| 5Y | +6.5% | -69.4% | +75.9% | +15.3% |
| 10Y | +14.6% | +7.6% | +7.0% | -24.7% |
| All | +14.6% | +12.8% | +1.8% | -24.7% |
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