+141.0%
GS vs AMBA
-72.1%
+213.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.4% | +3.1% | -4.5% |
| 7D | -6.3% | -14.6% | +8.2% | -3.4% |
| 30D | -3.1% | -18.8% | +15.6% | +0.8% |
| 3M | -17.7% | -32.6% | +14.9% | -11.4% |
| 6M | -4.6% | -25.8% | +21.3% | -2.4% |
| YTD | +0.3% | -22.1% | +22.4% | +0.6% |
| 1Y | +11.7% | -36.2% | +47.9% | +16.0% |
| 3Y | +183.6% | +10.0% | +173.6% | +149.8% |
| 5Y | +141.0% | -71.6% | +212.5% | +136.4% |
| All | +141.0% | -72.1% | +213.0% | +136.4% |
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