+44.3%
GDXJ vs AMBA
+818.6%
-774.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.3% | -0.3% | +4.3% |
| 7D | +16.4% | 0.0% | +16.4% | +16.3% |
| 30D | -1.2% | -8.6% | +7.4% | -0.2% |
| 3M | -3.9% | -29.0% | +25.1% | -0.3% |
| 6M | -10.2% | -19.2% | +9.1% | -9.6% |
| YTD | -0.6% | -13.0% | +12.4% | -1.3% |
| 1Y | +24.3% | -31.3% | +55.6% | +26.3% |
| 3Y | +257.4% | +28.1% | +229.3% | +230.4% |
| 5Y | +166.5% | -69.4% | +235.9% | +168.7% |
| 10Y | +228.5% | +7.6% | +220.9% | +180.3% |
| All | +44.3% | +818.6% | -774.3% | -11.9% |
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