+43.4%
GEV vs AMBA
-33.2%
+76.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.3% | +1.9% | +5.6% |
| 7D | -3.8% | 0.0% | -3.8% | -3.7% |
| 30D | -17.4% | -8.6% | -8.8% | -15.2% |
| 3M | -16.2% | -29.0% | +12.8% | -8.2% |
| 6M | -20.2% | -19.2% | -1.0% | -18.7% |
| YTD | +27.2% | -13.0% | +40.2% | +22.7% |
| All | +43.4% | -33.2% | +76.6% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling