+103.6%
GSK vs AMBA
-0.9%
+104.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -0.4% |
| 7D | +1.7% | -7.2% | +8.9% | +2.0% |
| 30D | +7.0% | -10.4% | +17.4% | +7.5% |
| 3M | -2.7% | -30.1% | +27.5% | -1.2% |
| 6M | +1.4% | -22.4% | +23.9% | +1.5% |
| YTD | +5.3% | -17.3% | +22.7% | +4.6% |
| 1Y | +10.6% | -35.4% | +46.0% | +11.3% |
| 3Y | +62.6% | +18.6% | +44.0% | +53.4% |
| 5Y | +41.7% | -69.8% | +111.5% | +42.7% |
| All | +103.6% | -0.9% | +104.5% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling