+9.8%
GAP vs AMBA
-54.5%
+64.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -4.5% | -11.0% | +6.5% | -0.9% |
| 30D | +9.0% | -23.2% | +32.2% | +18.1% |
| 3M | +5.0% | -12.7% | +17.7% | +3.5% |
| 6M | -17.8% | +11.2% | -29.0% | -26.6% |
| YTD | -10.4% | -11.2% | +0.8% | -14.4% |
| 1Y | -3.4% | -22.5% | +19.2% | -5.3% |
| 3Y | +111.5% | -1.3% | +112.8% | +74.6% |
| All | +9.8% | -54.5% | +64.3% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling