+394.1%
GM vs AMBA
+799.6%
-405.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +0.4% | -2.6% | +3.0% | +0.8% |
| 30D | +7.2% | -10.5% | +17.7% | +9.1% |
| 3M | +1.0% | -26.4% | +27.5% | +6.2% |
| 6M | +13.0% | -20.9% | +33.9% | +13.6% |
| YTD | +9.8% | -14.8% | +24.6% | +7.5% |
| 1Y | +25.9% | -36.1% | +62.0% | +29.8% |
| 3Y | +240.4% | +20.2% | +220.2% | +190.7% |
| 5Y | +56.1% | -67.2% | +123.4% | +60.8% |
| 10Y | +226.7% | +5.0% | +221.8% | +154.4% |
| All | +394.1% | +799.6% | -405.5% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling