+719.8%
GNRC vs AMBA
+799.5%
-79.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.1% |
| 7D | -13.1% | -2.7% | -10.5% | -12.4% |
| 30D | -19.2% | -10.5% | -8.7% | -16.6% |
| 3M | -11.8% | -26.4% | +14.6% | -4.4% |
| 6M | -32.5% | -20.9% | -11.6% | -30.4% |
| YTD | +33.3% | -14.8% | +48.1% | +33.7% |
| 1Y | +16.0% | -36.1% | +52.1% | +24.8% |
| 3Y | +75.5% | +20.2% | +55.3% | +50.2% |
| 5Y | -58.7% | -67.2% | +8.5% | -54.7% |
| 10Y | +351.2% | +4.9% | +346.2% | +262.1% |
| All | +719.8% | +799.5% | -79.7% | +137.9% |
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