+212.5%
GM vs AMBA
+0.6%
+211.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.5% |
| 7D | -3.4% | +10.7% | -14.1% | -5.7% |
| 30D | +2.7% | -5.0% | +7.7% | +3.4% |
| 3M | -0.4% | -26.9% | +26.5% | +5.8% |
| 6M | +13.3% | -21.9% | +35.2% | +14.2% |
| YTD | +6.8% | -13.8% | +20.6% | +3.6% |
| 1Y | +21.1% | -36.1% | +57.2% | +25.4% |
| 3Y | +231.0% | +21.6% | +209.4% | +169.5% |
| 5Y | +41.9% | -68.8% | +110.7% | +48.4% |
| All | +212.5% | +0.6% | +211.8% | +112.2% |
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