+36.6%
GH vs AMBA
-70.4%
+107.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.8% | -3.9% |
| 7D | -15.6% | -7.2% | -8.4% | -13.3% |
| 30D | -10.4% | -10.4% | 0.0% | -6.9% |
| 3M | -4.3% | -30.1% | +25.9% | +7.8% |
| 6M | +63.5% | -22.4% | +86.0% | +67.3% |
| YTD | +47.7% | -17.3% | +65.1% | +44.6% |
| 1Y | +56.7% | -35.4% | +92.1% | +67.0% |
| 3Y | +443.9% | +18.6% | +425.3% | +292.3% |
| All | +36.6% | -70.4% | +107.0% | +41.5% |
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