+63.5%
GH vs AMBA
-23.1%
+86.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.8% | -2.8% |
| 7D | -15.6% | -7.2% | -8.4% | -14.5% |
| 30D | -10.4% | -10.4% | 0.0% | -8.7% |
| 3M | -4.3% | -30.1% | +25.9% | +1.0% |
| 6M | +63.5% | -22.4% | +86.0% | +72.4% |
| All | +63.5% | -23.1% | +86.6% | +72.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling