+389.0%
GEN vs AMBA
+722.2%
-333.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.4% | +8.5% | +0.1% |
| 7D | +8.5% | -14.6% | +23.1% | +10.3% |
| 30D | +34.2% | -18.8% | +53.0% | +37.0% |
| 3M | +10.0% | -32.6% | +42.6% | +14.3% |
| 6M | +56.8% | -25.8% | +82.6% | +57.9% |
| YTD | +14.2% | -22.1% | +36.4% | +13.7% |
| 1Y | +20.8% | -36.2% | +57.0% | +22.6% |
| 3Y | +84.1% | +10.0% | +74.1% | +69.1% |
| 5Y | +37.1% | -71.6% | +108.6% | +40.0% |
| 10Y | +171.5% | -4.7% | +176.2% | +124.0% |
| All | +389.0% | +722.2% | -333.2% | +221.9% |
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