+493.9%
GLW vs AMBA
-0.9%
+494.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | +1.0% |
| 7D | -13.9% | -7.2% | -6.7% | -12.0% |
| 30D | -35.0% | -10.4% | -24.6% | -32.9% |
| 3M | -32.4% | -30.1% | -2.2% | -25.6% |
| 6M | -41.3% | -22.4% | -18.9% | -38.2% |
| YTD | +21.8% | -17.3% | +39.2% | +25.4% |
| 1Y | +21.8% | -35.4% | +57.2% | +32.1% |
| 3Y | +307.7% | +18.6% | +289.1% | +262.2% |
| 5Y | +213.7% | -69.8% | +283.5% | +245.9% |
| All | +493.9% | -0.9% | +494.7% | +297.3% |
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