+662.9%
GD vs AMBA
+807.9%
-145.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.8% | -2.4% |
| 7D | +3.0% | -8.1% | +11.0% | +3.7% |
| 30D | +10.5% | -10.8% | +21.3% | +11.4% |
| 3M | -5.0% | -25.9% | +21.0% | -2.9% |
| 6M | +5.5% | -13.9% | +19.3% | +5.0% |
| YTD | +10.3% | -14.0% | +24.3% | +9.3% |
| 1Y | +8.2% | -25.7% | +33.8% | +8.2% |
| 3Y | +59.0% | +21.5% | +37.6% | +47.7% |
| 5Y | +104.3% | -68.9% | +173.2% | +106.8% |
| 10Y | +202.4% | +5.2% | +197.2% | +151.9% |
| All | +662.9% | +807.9% | -145.0% | +378.4% |
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 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