+205.0%
GM vs AMBA
+16.7%
+188.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.1% | -9.7% | -4.4% |
| 7D | -1.4% | -7.2% | +5.8% | -0.5% |
| 30D | +6.4% | -10.4% | +16.8% | +7.6% |
| 3M | -0.7% | -30.1% | +29.4% | +3.8% |
| 6M | +9.9% | -22.4% | +32.4% | +10.5% |
| YTD | +6.7% | -17.3% | +24.0% | +4.9% |
| 1Y | +26.2% | -35.4% | +61.6% | +28.9% |
| 3Y | +205.0% | +18.6% | +186.4% | +136.7% |
| All | +205.0% | +16.7% | +188.3% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling