-4.9%
GAP vs AMBA
-33.2%
+28.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.8% | +3.1% |
| 7D | 0.0% | 0.0% | +0.1% | 0.0% |
| 30D | -4.3% | -8.6% | +4.3% | -3.7% |
| 3M | +9.4% | -29.0% | +38.4% | +12.5% |
| 6M | -3.3% | -19.2% | +15.9% | -0.8% |
| YTD | -10.5% | -13.0% | +2.5% | -10.8% |
| All | -4.9% | -33.2% | +28.3% | -5.3% |
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