+534.5%
GEV vs AMBA
+21.3%
+513.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.3% | +1.9% | +5.4% |
| 7D | -3.8% | 0.0% | -3.8% | -3.7% |
| 30D | -17.4% | -8.6% | -8.8% | -15.0% |
| 3M | -16.2% | -29.0% | +12.8% | -7.1% |
| 6M | -20.2% | -19.2% | -1.0% | -18.3% |
| YTD | +27.2% | -13.0% | +40.2% | +24.8% |
| 1Y | +44.2% | -31.3% | +75.5% | +51.3% |
| All | +534.5% | +21.3% | +513.3% | +431.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling