+380.7%
GH vs AMBA
+68.1%
+312.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.6% |
| 7D | -8.2% | +2.6% | -10.8% | -9.0% |
| 30D | -4.9% | -3.6% | -1.3% | -3.7% |
| 3M | -6.2% | -24.6% | +18.4% | +2.7% |
| 6M | +60.0% | -21.6% | +81.7% | +63.4% |
| YTD | +51.5% | -11.8% | +63.3% | +45.3% |
| 1Y | +58.4% | -33.2% | +91.6% | +66.8% |
| 3Y | +617.2% | +24.5% | +592.8% | +428.4% |
| 5Y | +47.0% | -67.7% | +114.7% | +63.8% |
| All | +380.7% | +68.1% | +312.6% | +161.9% |
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