+301.1%
GDXJ vs AMBA
+3.8%
+297.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | +0.2% | -11.0% | +11.1% | +1.9% |
| 30D | +17.9% | -23.2% | +41.0% | +22.6% |
| 3M | +15.3% | -12.7% | +28.0% | +15.8% |
| 6M | -9.4% | +11.2% | -20.7% | -13.8% |
| YTD | +13.4% | -11.2% | +24.6% | +11.3% |
| 1Y | +59.7% | -22.5% | +82.2% | +58.7% |
| All | +301.1% | +3.8% | +297.3% | +260.5% |
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 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