+221.5%
GDXJ vs AMBA
+21.7%
+199.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -8.1% | +2.7% | -10.8% | -8.5% |
| 30D | -5.5% | -2.2% | -3.3% | -5.2% |
| 3M | -14.6% | -26.6% | +12.1% | -10.6% |
| 6M | -23.2% | -26.8% | +3.6% | -21.5% |
| YTD | -13.0% | -15.1% | +2.2% | -14.1% |
| 1Y | +2.8% | -32.3% | +35.0% | +4.4% |
| 3Y | +221.5% | +19.8% | +201.7% | +193.8% |
| All | +221.5% | +21.7% | +199.8% | +193.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling