+9.9%
GAP vs AMBA
-72.1%
+82.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.4% | +3.8% | -2.6% |
| 7D | -2.1% | -14.6% | +12.5% | +2.9% |
| 30D | -5.1% | -18.8% | +13.7% | +0.8% |
| 3M | +9.8% | -32.6% | +42.3% | +22.6% |
| 6M | -3.6% | -25.8% | +22.2% | -1.4% |
| YTD | -9.8% | -22.1% | +12.3% | -11.2% |
| 1Y | -1.5% | -36.2% | +34.8% | +2.7% |
| 3Y | +74.3% | +10.0% | +64.3% | +36.0% |
| 5Y | +9.9% | -71.6% | +81.5% | +7.4% |
| All | +9.9% | -72.1% | +82.0% | +7.4% |
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