+25.4%
GEN vs AMBA
-54.5%
+79.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.2% | -11.0% | +9.8% | +0.1% |
| 30D | +10.1% | -23.2% | +33.3% | +13.4% |
| 3M | +16.1% | -12.7% | +28.8% | +16.0% |
| 6M | +38.9% | +11.2% | +27.6% | +32.8% |
| YTD | +14.4% | -11.2% | +25.7% | +12.3% |
| 1Y | +5.9% | -22.5% | +28.4% | +4.9% |
| 3Y | +58.8% | -1.3% | +60.1% | +46.0% |
| All | +25.4% | -54.5% | +79.9% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling