+240.0%
GME vs AMBA
-9.0%
+249.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +7.2% | -11.0% | +18.2% | +9.9% |
| 30D | +0.8% | -23.2% | +24.0% | +6.7% |
| 3M | -14.0% | -12.7% | -1.3% | -13.8% |
| 6M | -19.7% | +11.2% | -30.9% | -25.3% |
| YTD | -4.6% | -11.2% | +6.6% | -7.3% |
| 1Y | -14.3% | -22.5% | +8.2% | -15.5% |
| 3Y | +4.0% | -1.3% | +5.3% | -9.2% |
| 5Y | -62.2% | -54.2% | -8.0% | -62.9% |
| All | +240.0% | -9.0% | +249.0% | +152.0% |
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 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