+1,033.4%
GLW vs AMBA
+722.2%
+311.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.4% | -3.5% | -10.9% |
| 7D | -19.7% | -14.6% | -5.2% | -16.8% |
| 30D | -38.8% | -18.8% | -20.0% | -35.8% |
| 3M | -33.9% | -32.6% | -1.3% | -27.9% |
| 6M | -36.0% | -25.8% | -10.2% | -32.4% |
| YTD | +18.7% | -22.1% | +40.9% | +23.5% |
| 1Y | +19.8% | -36.2% | +56.0% | +28.9% |
| 3Y | +294.3% | +10.0% | +284.3% | +266.7% |
| 5Y | +205.7% | -71.6% | +277.3% | +235.4% |
| 10Y | +493.8% | -4.7% | +498.5% | +384.4% |
| All | +1,033.4% | +722.2% | +311.2% | +668.7% |
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