+480.5%
GME vs AMBA
+4.3%
+476.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | +4.8% | -2.6% | +7.4% | +5.3% |
| 30D | -4.3% | -10.5% | +6.2% | -2.2% |
| 3M | +35.3% | -26.4% | +61.8% | +43.6% |
| 6M | +4.7% | -20.9% | +25.6% | +5.3% |
| YTD | +26.6% | -14.8% | +41.4% | +23.3% |
| 1Y | +18.3% | -36.1% | +54.4% | +22.3% |
| 3Y | +102.8% | +20.2% | +82.6% | +67.5% |
| 5Y | -48.9% | -67.2% | +18.3% | -48.4% |
| 10Y | +480.5% | +5.0% | +475.5% | +318.6% |
| All | +480.5% | +4.3% | +476.1% | +318.6% |
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