+297.1%
GE vs AMBA
+837.3%
-540.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -1.6% | -11.0% | +9.4% | +0.1% |
| 30D | -11.6% | -23.2% | +11.6% | -8.1% |
| 3M | +3.0% | -12.7% | +15.7% | +3.2% |
| 6M | -0.5% | +11.2% | -11.7% | -5.0% |
| YTD | +9.7% | -11.2% | +21.0% | +8.0% |
| 1Y | +20.0% | -22.5% | +42.6% | +19.5% |
| 3Y | +275.8% | -1.3% | +277.2% | +245.9% |
| 5Y | +429.1% | -54.2% | +483.2% | +413.5% |
| 10Y | +151.2% | -6.1% | +157.3% | +104.5% |
| All | +297.1% | +837.3% | -540.2% | +148.6% |
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