+401.3%
GH vs AMBA
+69.2%
+332.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -0.1% | -11.0% | +10.9% | +4.1% |
| 30D | -1.1% | -23.2% | +22.1% | +8.4% |
| 3M | +21.3% | -12.7% | +34.0% | +21.8% |
| 6M | +73.5% | +11.2% | +62.3% | +55.6% |
| YTD | +58.0% | -11.2% | +69.3% | +52.4% |
| 1Y | +163.1% | -22.5% | +185.6% | +159.4% |
| 3Y | +361.0% | -1.3% | +362.4% | +277.1% |
| 5Y | +22.5% | -54.2% | +76.7% | +21.1% |
| All | +401.3% | +69.2% | +332.1% | +174.8% |
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