-34.7%
GFS vs AMBA
-70.4%
+35.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.1% | +0.1% | +3.8% |
| 7D | -7.8% | -7.2% | -0.6% | -4.9% |
| 30D | -19.7% | -10.4% | -9.3% | -16.2% |
| 3M | -23.1% | -30.1% | +7.0% | -11.7% |
| 6M | -46.4% | -22.4% | -23.9% | -43.1% |
| YTD | +11.0% | -17.3% | +28.4% | +12.8% |
| 1Y | +12.6% | -35.4% | +48.0% | +24.3% |
| 3Y | -24.9% | +18.6% | -43.6% | -41.4% |
| All | -34.7% | -70.4% | +35.7% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling