+27.3%
GM vs AMBA
-33.2%
+60.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.3% | -1.2% | +3.7% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +8.4% | -8.6% | +17.0% | +9.0% |
| 3M | +2.6% | -29.0% | +31.5% | +5.4% |
| 6M | +14.3% | -19.2% | +33.5% | +14.0% |
| YTD | +11.0% | -13.0% | +24.0% | +7.8% |
| All | +27.3% | -33.2% | +60.5% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling