+490.4%
GME vs AMBA
-0.9%
+491.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.1% | -2.2% | +2.6% |
| 7D | +3.7% | -7.2% | +10.9% | +5.3% |
| 30D | +2.2% | -10.4% | +12.6% | +4.4% |
| 3M | +30.6% | -30.1% | +60.8% | +40.1% |
| 6M | -0.2% | -22.4% | +22.2% | +0.8% |
| YTD | +25.1% | -17.3% | +42.4% | +22.7% |
| 1Y | +17.7% | -35.4% | +53.0% | +21.2% |
| 3Y | +85.7% | +18.6% | +67.0% | +53.7% |
| 5Y | -52.9% | -69.8% | +16.9% | -51.8% |
| All | +490.4% | -0.9% | +491.3% | +331.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling