+212.6%
GLW vs AMBA
-70.4%
+283.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | +0.9% |
| 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% | -25.5% |
| 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% | +31.6% |
| 3Y | +307.7% | +18.6% | +289.1% | +267.3% |
| All | +212.6% | -70.4% | +283.1% | +213.8% |
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