+68.1%
GSK vs AMBA
+23.3%
+44.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -2.9% | +2.4% |
| 7D | +4.9% | 0.0% | +5.0% | +4.9% |
| 30D | +10.8% | -8.6% | +19.4% | +10.8% |
| 3M | -1.8% | -29.0% | +27.2% | -1.8% |
| 6M | +4.1% | -19.2% | +23.3% | +4.0% |
| YTD | +7.9% | -13.0% | +20.9% | +7.3% |
| 1Y | +14.4% | -31.3% | +45.7% | +14.6% |
| 3Y | +68.1% | +28.1% | +39.9% | +60.3% |
| All | +68.1% | +23.3% | +44.8% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling