+493.3%
GME vs AMBA
+12.8%
+480.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | +0.7% |
| 7D | +5.8% | 0.0% | +5.8% | +5.7% |
| 30D | -3.7% | -8.6% | +4.9% | -2.0% |
| 3M | +33.6% | -29.0% | +62.5% | +42.8% |
| 6M | +5.4% | -19.2% | +24.6% | +5.5% |
| YTD | +27.4% | -13.0% | +40.4% | +23.5% |
| 1Y | +19.0% | -31.3% | +50.3% | +20.9% |
| 3Y | +101.5% | +28.1% | +73.3% | +63.9% |
| 5Y | -50.5% | -69.4% | +19.0% | -49.7% |
| 10Y | +493.3% | +7.6% | +485.7% | +325.4% |
| All | +493.3% | +12.8% | +480.5% | +325.4% |
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