+27.7%
GEN vs AMBA
-70.4%
+98.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.8% | -3.3% |
| 7D | +2.3% | -7.2% | +9.5% | +3.0% |
| 30D | +33.1% | -10.4% | +43.4% | +34.3% |
| 3M | +6.5% | -30.1% | +36.6% | +10.2% |
| 6M | +53.8% | -22.4% | +76.2% | +53.8% |
| YTD | +11.2% | -17.3% | +28.6% | +9.5% |
| 1Y | +19.4% | -35.4% | +54.8% | +20.9% |
| 3Y | +81.0% | +18.6% | +62.4% | +62.0% |
| All | +27.7% | -70.4% | +98.2% | +22.3% |
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