-36.9%
GLXY vs AMBA
-4.3%
-32.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.7% | -4.6% |
| 7D | +5.3% | +2.7% | +2.6% | +4.4% |
| 30D | -19.8% | -2.2% | -17.6% | -18.4% |
| 3M | -31.4% | -26.6% | -4.7% | -22.5% |
| 6M | -53.3% | -26.8% | -26.6% | -50.0% |
| YTD | -35.7% | -15.1% | -20.6% | -37.4% |
| 1Y | -47.2% | -32.3% | -15.0% | -44.7% |
| All | -36.9% | -4.3% | -32.6% | -41.4% |
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