+271.3%
GE vs AMBA
+722.2%
-450.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +5.0% | -3.1% |
| 7D | +0.5% | -14.6% | +15.1% | +2.9% |
| 30D | +1.7% | -18.8% | +20.5% | +4.7% |
| 3M | -17.3% | -32.6% | +15.3% | -12.8% |
| 6M | +10.1% | -25.8% | +35.9% | +11.7% |
| YTD | +2.6% | -22.1% | +24.7% | +2.6% |
| 1Y | +3.7% | -36.2% | +39.9% | +6.4% |
| 3Y | +268.3% | +10.0% | +258.3% | +232.1% |
| 5Y | +376.2% | -71.6% | +447.7% | +394.2% |
| 10Y | +156.4% | -4.7% | +161.1% | +109.8% |
| All | +271.3% | +722.2% | -450.9% | +136.0% |
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