+1,024.7%
GS vs AMBA
+837.3%
+187.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | +0.9% | -11.0% | +11.9% | +3.0% |
| 30D | -1.6% | -23.2% | +21.6% | +3.1% |
| 3M | -4.5% | -12.7% | +8.2% | -4.1% |
| 6M | +20.9% | +11.2% | +9.7% | +14.7% |
| YTD | +19.9% | -11.2% | +31.1% | +18.2% |
| 1Y | +41.4% | -22.5% | +64.0% | +41.4% |
| 3Y | +239.2% | -1.3% | +240.5% | +211.8% |
| 5Y | +185.0% | -54.2% | +239.2% | +177.7% |
| 10Y | +655.0% | -6.1% | +661.1% | +496.2% |
| All | +1,024.7% | +837.3% | +187.5% | +474.6% |
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 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