+508.2%
GME vs AMBA
+722.2%
-214.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.4% | +5.6% | -2.2% |
| 7D | +0.7% | -14.6% | +15.3% | +3.5% |
| 30D | -2.4% | -18.8% | +16.4% | +1.0% |
| 3M | +27.1% | -32.6% | +59.7% | +35.4% |
| 6M | -0.2% | -25.8% | +25.6% | +1.5% |
| YTD | +20.4% | -22.1% | +42.5% | +20.1% |
| 1Y | +9.8% | -36.2% | +46.0% | +12.8% |
| 3Y | +74.3% | +10.0% | +64.3% | +54.3% |
| 5Y | -54.7% | -71.6% | +16.9% | -53.0% |
| 10Y | +482.0% | -4.7% | +486.8% | +384.7% |
| All | +508.2% | +722.2% | -214.0% | +342.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling