+2.5%
GFS vs AMBA
-33.1%
+35.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -9.4% | -0.4% | -6.5% |
| 7D | -20.7% | -14.6% | -6.1% | -16.1% |
| 30D | -25.2% | -18.8% | -6.4% | -19.7% |
| 3M | -26.3% | -32.6% | +6.3% | -15.8% |
| 6M | -50.7% | -25.8% | -24.9% | -46.6% |
| YTD | +4.5% | -22.1% | +26.7% | +6.6% |
| 1Y | +2.5% | -36.2% | +38.7% | +5.6% |
| All | +2.5% | -33.1% | +35.6% | +5.6% |
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