+12.0%
GSK vs AMBA
-34.6%
+46.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.7% |
| 7D | +5.2% | -2.6% | +7.8% | +5.1% |
| 30D | +10.2% | -10.5% | +20.7% | +9.6% |
| 3M | -0.9% | -26.4% | +25.5% | -2.3% |
| 6M | +3.5% | -20.9% | +24.4% | +3.3% |
| YTD | +7.2% | -14.8% | +22.0% | +7.1% |
| 1Y | +12.0% | -36.1% | +48.1% | +10.6% |
| All | +12.0% | -34.6% | +46.6% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling