+399.4%
GM vs AMBA
+818.6%
-419.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.3% | -1.2% | +3.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.4% |
| 30D | +8.4% | -8.6% | +17.0% | +9.8% |
| 3M | +2.6% | -29.0% | +31.5% | +8.5% |
| 6M | +14.3% | -19.2% | +33.5% | +14.4% |
| YTD | +11.0% | -13.0% | +24.0% | +8.3% |
| 1Y | +27.8% | -31.3% | +59.1% | +29.9% |
| 3Y | +246.7% | +28.1% | +218.5% | +192.2% |
| 5Y | +59.6% | -69.4% | +129.0% | +66.1% |
| 10Y | +249.1% | +7.6% | +241.5% | +170.7% |
| All | +399.4% | +818.6% | -419.2% | +144.3% |
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