+118.0%
GSK vs AMBA
+722.2%
-604.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.4% | +8.0% | -1.0% |
| 7D | +3.6% | -14.6% | +18.1% | +4.3% |
| 30D | +8.2% | -18.8% | +27.0% | +9.1% |
| 3M | -1.2% | -32.6% | +31.4% | +0.5% |
| 6M | +1.9% | -25.8% | +27.7% | +2.2% |
| YTD | +5.5% | -22.1% | +27.6% | +5.2% |
| 1Y | +11.8% | -36.2% | +48.0% | +12.5% |
| 3Y | +64.5% | +10.0% | +54.5% | +56.9% |
| 5Y | +41.9% | -71.6% | +113.5% | +43.0% |
| 10Y | +105.1% | -4.7% | +109.8% | +82.8% |
| All | +118.0% | +722.2% | -604.2% | +74.3% |
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 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