+620.7%
GEV vs AMBA
+23.8%
+597.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +3.3% | -11.0% | +14.3% | +7.0% |
| 30D | -7.5% | -23.2% | +15.7% | +0.3% |
| 3M | -2.2% | -12.7% | +10.5% | -0.5% |
| 6M | +12.1% | +11.2% | +0.9% | +3.0% |
| YTD | +44.4% | -11.2% | +55.6% | +41.3% |
| 1Y | +57.7% | -22.5% | +80.2% | +58.2% |
| All | +620.7% | +23.8% | +597.0% | +502.0% |
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