-5.0%
GAP vs AMBA
+837.3%
-842.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -4.5% | -11.0% | +6.5% | -1.8% |
| 30D | +9.0% | -23.2% | +32.2% | +15.9% |
| 3M | +5.0% | -12.7% | +17.7% | +4.2% |
| 6M | -17.8% | +11.2% | -29.0% | -23.7% |
| YTD | -10.4% | -11.2% | +0.8% | -12.7% |
| 1Y | -3.4% | -22.5% | +19.2% | -3.9% |
| 3Y | +111.5% | -1.3% | +112.8% | +90.5% |
| 5Y | +8.8% | -54.2% | +63.0% | +8.4% |
| 10Y | +32.9% | -6.1% | +39.0% | +7.4% |
| All | -5.0% | +837.3% | -842.2% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling