-8.3%
GAP vs AMBA
+772.6%
-780.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.1% | -10.3% | -5.6% |
| 7D | -3.8% | -7.2% | +3.5% | -2.2% |
| 30D | -9.0% | -10.4% | +1.4% | -7.0% |
| 3M | +5.5% | -30.1% | +35.6% | +13.7% |
| 6M | -11.1% | -22.4% | +11.4% | -10.1% |
| YTD | -13.6% | -17.3% | +3.8% | -15.1% |
| 1Y | -2.9% | -35.4% | +32.5% | +0.7% |
| 3Y | +69.6% | +18.6% | +51.0% | +45.6% |
| 5Y | +5.4% | -69.8% | +75.2% | +13.1% |
| 10Y | +17.8% | +1.1% | +16.7% | -5.1% |
| All | -8.3% | +772.6% | -780.9% | -46.0% |
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