+461.3%
GME vs AMBA
-0.9%
+462.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | +2.9% | +2.7% | +0.2% | +2.3% |
| 30D | -4.8% | -2.2% | -2.6% | -4.6% |
| 3M | +39.2% | -26.6% | +65.9% | +47.7% |
| 6M | +17.1% | -26.8% | +43.8% | +20.0% |
| YTD | +28.7% | -15.1% | +43.9% | +25.4% |
| 1Y | +23.3% | -32.3% | +55.6% | +25.7% |
| 3Y | +112.9% | +19.8% | +93.1% | +76.0% |
| 5Y | -48.8% | -69.2% | +20.4% | -48.0% |
| All | +461.3% | -0.9% | +462.2% | +309.6% |
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