+388.9%
GM vs AMBA
+837.3%
-448.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +1.9% | -11.0% | +12.9% | +4.2% |
| 30D | -1.4% | -23.2% | +21.8% | +3.5% |
| 3M | +5.9% | -12.7% | +18.6% | +6.2% |
| 6M | +12.4% | +11.2% | +1.2% | +6.0% |
| YTD | +8.6% | -11.2% | +19.9% | +6.4% |
| 1Y | +52.6% | -22.5% | +75.2% | +51.4% |
| 3Y | +169.7% | -1.3% | +171.0% | +141.4% |
| 5Y | +87.5% | -54.2% | +141.7% | +82.6% |
| 10Y | +233.0% | -6.1% | +239.1% | +163.2% |
| All | +388.9% | +837.3% | -448.3% | +140.0% |
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