+231.3%
GM vs AMBA
+2.6%
+228.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.4% | -10.7% | -4.2% |
| 7D | -1.1% | +2.5% | -3.6% | -1.9% |
| 30D | -4.6% | -16.1% | +11.6% | -1.0% |
| 3M | +0.2% | +4.6% | -4.4% | -3.6% |
| 6M | +12.6% | +29.2% | -16.6% | +1.1% |
| YTD | +3.7% | -2.9% | +6.6% | -1.3% |
| 1Y | +45.6% | -18.7% | +64.3% | +42.3% |
| 3Y | +162.0% | +14.9% | +147.1% | +118.8% |
| 5Y | +80.5% | -53.0% | +133.5% | +71.8% |
| 10Y | +231.3% | +8.3% | +223.0% | +122.7% |
| All | +231.3% | +2.6% | +228.7% | +122.7% |
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 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