+376.5%
GH vs AMBA
+48.4%
+328.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -9.4% | +0.5% | -5.6% |
| 7D | -17.2% | -14.6% | -2.6% | -12.3% |
| 30D | -10.1% | -18.8% | +8.7% | -3.2% |
| 3M | -6.0% | -32.6% | +26.6% | +7.3% |
| 6M | +71.4% | -25.8% | +97.2% | +78.4% |
| YTD | +50.2% | -22.1% | +72.3% | +50.8% |
| 1Y | +61.4% | -36.2% | +97.6% | +72.4% |
| 3Y | +435.2% | +10.0% | +425.2% | +312.3% |
| 5Y | +39.2% | -71.6% | +110.8% | +62.4% |
| All | +376.5% | +48.4% | +328.1% | +171.9% |
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