+156.7%
GS vs AMBA
-68.8%
+225.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.9% |
| 7D | +0.3% | -8.1% | +8.4% | +2.0% |
| 30D | +3.9% | -10.8% | +14.6% | +6.0% |
| 3M | -11.4% | -25.9% | +14.5% | -6.5% |
| 6M | +3.7% | -13.9% | +17.6% | +2.8% |
| YTD | +7.1% | -14.0% | +21.1% | +5.4% |
| 1Y | +19.7% | -25.7% | +45.3% | +20.4% |
| 3Y | +202.8% | +21.5% | +181.4% | +161.5% |
| 5Y | +156.7% | -68.9% | +225.7% | +147.0% |
| All | +156.7% | -68.8% | +225.5% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling