+17.5%
GFS vs AMBA
-33.2%
+50.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.3% | -0.4% | +3.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.0% |
| 30D | -16.0% | -8.6% | -7.4% | -13.3% |
| 3M | -24.7% | -29.0% | +4.3% | -15.6% |
| 6M | -45.1% | -19.2% | -25.9% | -42.4% |
| YTD | +16.5% | -13.0% | +29.5% | +14.0% |
| All | +17.5% | -33.2% | +50.7% | +18.6% |
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