+526.0%
GLW vs AMBA
-0.9%
+526.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.9% |
| 7D | +7.7% | +2.7% | +5.1% | +7.1% |
| 30D | -18.8% | -2.2% | -16.7% | -18.1% |
| 3M | -27.7% | -26.6% | -1.1% | -21.5% |
| 6M | -44.4% | -26.8% | -17.7% | -40.7% |
| YTD | +31.3% | -15.1% | +46.4% | +34.4% |
| 1Y | +40.0% | -32.3% | +72.3% | +50.1% |
| 3Y | +339.2% | +19.8% | +319.4% | +289.6% |
| 5Y | +229.2% | -69.2% | +298.4% | +262.3% |
| All | +526.0% | -0.9% | +526.9% | +316.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling