+205.7%
GLW vs AMBA
-72.1%
+277.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.4% | -3.5% | -10.4% |
| 7D | -19.7% | -14.6% | -5.2% | -16.1% |
| 30D | -38.8% | -18.8% | -20.0% | -35.1% |
| 3M | -33.9% | -32.6% | -1.3% | -26.4% |
| 6M | -36.0% | -25.8% | -10.2% | -31.6% |
| YTD | +18.7% | -22.1% | +40.9% | +24.2% |
| 1Y | +19.8% | -36.2% | +56.0% | +30.2% |
| 3Y | +294.3% | +10.0% | +284.3% | +262.4% |
| 5Y | +205.7% | -71.6% | +277.3% | +211.1% |
| All | +205.7% | -72.1% | +277.8% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling