-2.4%
GFS vs AMBA
-65.7%
+63.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +1.0% | -11.0% | +12.0% | +5.6% |
| 30D | -8.6% | -23.2% | +14.6% | +1.5% |
| 3M | -46.5% | -12.7% | -33.8% | -44.9% |
| 6M | -4.8% | +11.2% | -16.0% | -12.1% |
| YTD | +29.7% | -11.2% | +40.9% | +28.5% |
| 1Y | +35.8% | -22.5% | +58.4% | +38.6% |
| 3Y | -18.3% | -1.3% | -17.0% | -30.9% |
| All | -2.4% | -65.7% | +63.3% | +6.3% |
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 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